Stationary And Non-Stationary Time Series
The paper „Stationary and Non-stationary Time Series” presents in a theoretical approach, the concept of time series, its characteristics which are: variability, homogeneity, periodicity and interdependence of time series terms, from which result the methods of estimation and analysis of time series, specific for each component (trend, periodical component-cyclical or seasonal, random component). As time series terms have or havn’t an evolution in time, it is stationary and non-stationary. In the case of stationary time series in the paper are defined the white-noise processes and the autoregressive processes. Since most processes are non-stationary by transformations we obtain stationary time series and in the paper are presented the restrictions for which an autoregresive process of moving average is stationary. In the paper are approached also non-stationary processes by deterministic type and by stochastic type as the way to achieve stationary which mean the trend estimation and its elimination from the initial time series.
Volume (Year): 10 (2010)
Issue (Month): 1(11) (June)
|Contact details of provider:|| Postal: Universitatii 9, 720225; Suceava|
Phone: +40 230 522978
Fax: +40 230 216147
Web page: http://www.seap.usv.ro
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:scm:ausvfe:v:10:y:2010:i:1(11):p:177-186. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Liviu Scutariu)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.