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


WeakStationarity
WeakStationarity[proc]
gives conditions for the process proc to be weakly stationary.
Examples
open all close allBasic Examples (3)
Scope (6)
Check if an ARProcess is weakly stationary:
Check if the mean function is constant in time:
Check if the covariance function is a function of time difference:
Compare covariance functions of stationary and nonstationary OrnsteinUhlenbeckProcess:
Visualize conditions for an ARProcess to be weakly stationary:
Find a weakly stationary ARProcess:
Properties & Relations (4)
Every MAProcess without fixed initial conditions is weakly stationary:
Time series processes with fixed initial conditions are not weakly stationary:
The conditions for an ARMAProcess to be weakly stationary depend only on the autoregressive parameters:
ARIMAProcess may be weakly stationary:
Related Guides
History
Text
Wolfram Research (2012), WeakStationarity, Wolfram Language function, https://reference.wolfram.com/language/ref/WeakStationarity.html.
CMS
Wolfram Language. 2012. "WeakStationarity." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/WeakStationarity.html.
APA
Wolfram Language. (2012). WeakStationarity. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/WeakStationarity.html
BibTeX
@misc{reference.wolfram_2025_weakstationarity, author="Wolfram Research", title="{WeakStationarity}", year="2012", howpublished="\url{https://reference.wolfram.com/language/ref/WeakStationarity.html}", note=[Accessed: 11-August-2025]}
BibLaTeX
@online{reference.wolfram_2025_weakstationarity, organization={Wolfram Research}, title={WeakStationarity}, year={2012}, url={https://reference.wolfram.com/language/ref/WeakStationarity.html}, note=[Accessed: 11-August-2025]}