WeakStationarity

WeakStationarity[proc]
gives conditions for the process proc to be weakly stationary.

DetailsDetails

  • Weakly stationary processes are also known as wide-sense stationary or covariance stationary.
  • A random process proc is weakly stationary if its mean function is independent of time, and its covariance function is independent of time translation.

ExamplesExamplesopen allclose all

Basic Examples  (3)Basic Examples  (3)

Check if a process is weakly stationary:

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Check if an autoregressive time series is weakly stationary:

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Generate conditions for a time series to be weakly stationary:

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Introduced in 2012
(9.0)