General Studies · Time Series Analysis
A time series process is said to be weakly stationary (or covariance stationary) if:
Verified Solution4 OptionsUpdated: October 2026👁️1 View
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- 1Its mean, variance, and autocovariance are time-invariant✓
- 2Its mean is zero and variance is finite
- 3No deterministic or stochastic trend is present
- 4It does not possess a unit root process
Correct answer
Its mean, variance, and autocovariance are time-invariant
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