First sacred cow: "If the trend started, it will continue" - page 45
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it is possible to transform the data so that it is stationary in all senses,
the simplest transformation is to subtract the values of the series from its MA;
Magnatis, I have the impression that you didn't understand my answer - or didn't want to.
2 TheVilkas: Subtracting series values from the MA smoothes the series itself (more or less removes trends), but has almost no effect on the volatility of the data. What kind of stationarity is that?
Magnatis, I get the impression that you didn't understand my answer - or didn't want to.
I'm surprised you do.
2 TheVilkas: Subtracting series values from the MA smoothes the series itself (more or less removes trends), but has almost no effect on the volatility of the data. What kind of stationarity is that?
is a stationarity in the broad sense.
This is not speculation, but observable data, which requires an autocorrelation function to be obtained (studied).
I have proved this fact for myself.
Half of this forum is proofs of the exact opposite.
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Alexei, aren't you sick of it yet? ))) Deja vu or, in our words, rake? )))
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Now discrete wavelets will come into play. For the first time...
Stationarity in the broad sense is "stationarity" not only of the mean, but also of the variance (more precisely, the dependence of the correlation moment on the difference of the arguments alone).
TheVilkas, can you show such a series - or give an example of the MA period on which you have achieved this?
2 Svinozavr: Hello, Peter. How's it going with the catch-up?
Stationarity in the broad sense is "stationarity" not only of the mean, but also of the variance (more precisely, the dependence of the correlation moment on the difference in the arguments alone).
Can you show such a series - or give an example of a period on which you have achieved this?
Maybe, but with Marple, Box-Jenkins, for stationarity in the broad sense only the independence of the mean is required
Maybe, but in Marple, Box-Jenkins, stationarity in the broad sense only requires independence of the mean
Stationarity again, man. Don't you get tired of doing o-ma.
Ah, well, well. TheVilkas, can you give me a link to their writings which state that? That surprises me a bit.