Steven P. Sanderson II, MPH · @stevensanderson
74 followers · 423 posts · Server mstdn.social
For a #timeseries to be stationary the process that generates the data must be constant, the mean and the variance do not change.
✅ fairly horizontal
✅ constant variance
✅ no long term predictable patterns
Post: https://www.spsanderson.com/steveondata/posts/rtip-2023-01-24/
#timeseries #timeseriesanalysis #stationarity #variance #distribution #constant #generatingprocess #datagenerating #process #random #randomprocess #finance #stockmarket
#stockmarket #Finance #randomprocess #random #process #datagenerating #generatingprocess #constant #distribution #variance #stationarity #timeseriesanalysis #timeseries
Steven P. Sanderson II, MPH · @stevensanderson
74 followers · 423 posts · Server mstdn.social
A time series is a set of data points collected at regular intervals of time. Sometimes, the data points in a time series change over time in a predictable way. This is called a stationary time series. Other times, the data points change in an unpredictable way. This is called a non-stationary time series.
Post: https://www.spsanderson.com/steveondata/posts/rtip-2023-01-23/
#timeseries #timeseriesanalysis #stationarity #dataanalytics #adf #phillipsperron #r #lists #lapply #data
#Data #lapply #lists #r #phillipsperron #adf #dataanalytics #stationarity #timeseriesanalysis #timeseries