If the square of a time series is stationary, is the original time series stationary?Downsampling stationary time series data, effect on varianceAutocorrelation vs Non-stationaryForecasting Time Series: Stationary vs Non-StationaryCross-correlation of two non-stationary time series?Compare stationary time seriesDetermining if a time series is covariance stationary or a random walkMean Square Convergence of a Linear Process Defined in Terms of a Stationary Time SeriesMaking a time series stationary by demeaningStationary vs. Trend-Stationary Time Series: Auto.Arima difference parameterDetect stationary section in an overall non-stationary time series
Can I say: "When was your train leaving?" if the train leaves in the future?
51% attack - apparently very easy? refering to CZ's "rollback btc chain" - How to make sure such corruptible scenario can never happen so easily?
Are there any established rules for splitting books into parts, chapters, sections etc?
Why would a switch ever send an ARP request for a MAC address when it can just wait for the first packet to be received from a device?
If the square of a time series is stationary, is the original time series stationary?
What was the significance of Varys' little girl?
How to cope with regret and shame about not fully utilizing opportunities during PhD?
Could there be a material that inverts the colours seen through it?
Why was Thor doubtful about his worthiness to Mjolnir?
Area under the curve - Integrals (Antiderivatives)
Would an 8% reduction in drag outweigh the weight addition from this custom CFD-tested winglet?
Quote from Leibniz
How i can place a block anywhere in Store
Anatomically Correct Carnivorous Tree
CPLD based Pierce oscillator
What are the implications of the new alleged key recovery attack preprint on SIMON?
Will a coyote attack my dog on a leash while I'm on a hiking trail?
In books, how many dragons are there in present time?
Can I say that master can only initiate communication in SPI vs. in I2C slave can also initiate the communication?
Formal Definition of Dot Product
How can a layman easily get the consensus view of what academia *thinks* about a subject?
Where to find every-day healthy food near Heathrow Airport?
Wireless headphones interfere with Wi-Fi signal on laptop
How can dragons propel their breath attacks to a long distance
If the square of a time series is stationary, is the original time series stationary?
Downsampling stationary time series data, effect on varianceAutocorrelation vs Non-stationaryForecasting Time Series: Stationary vs Non-StationaryCross-correlation of two non-stationary time series?Compare stationary time seriesDetermining if a time series is covariance stationary or a random walkMean Square Convergence of a Linear Process Defined in Terms of a Stationary Time SeriesMaking a time series stationary by demeaningStationary vs. Trend-Stationary Time Series: Auto.Arima difference parameterDetect stationary section in an overall non-stationary time series
.everyoneloves__top-leaderboard:empty,.everyoneloves__mid-leaderboard:empty,.everyoneloves__bot-mid-leaderboard:empty margin-bottom:0;
$begingroup$
I found a solution that stated that if the square of a time series is stationary, so is the original time series, and vice-versa.
However I don't seem able to prove it, anyone has an idea if this is true, and if it is how to derive it?
time-series self-study stationarity
asked 5 hours ago
VictorVictor
586
$endgroup$
add a comment |
$begingroup$
I found a solution that stated that if the square of a time series is stationary, so is the original time series, and vice-versa.
However I don't seem able to prove it, anyone has an idea if this is true, and if it is how to derive it?
time-series self-study stationarity
asked 5 hours ago
VictorVictor
586
$endgroup$
$begingroup$
Have you tried starting from the definition of stationarity?
$endgroup$
– Matt P
5 hours ago
add a comment |
$begingroup$
I found a solution that stated that if the square of a time series is stationary, so is the original time series, and vice-versa.
However I don't seem able to prove it, anyone has an idea if this is true, and if it is how to derive it?
time-series self-study stationarity
asked 5 hours ago
VictorVictor
586
$endgroup$
I found a solution that stated that if the square of a time series is stationary, so is the original time series, and vice-versa.
However I don't seem able to prove it, anyone has an idea if this is true, and if it is how to derive it?
time-series self-study stationarity
time-series self-study stationarity
asked 5 hours ago
VictorVictor
586
asked 5 hours ago
VictorVictor
586
asked 5 hours ago
VictorVictor
586
asked 5 hours ago
VictorVictor
586
asked 5 hours ago
VictorVictor
586
586
$begingroup$
Have you tried starting from the definition of stationarity?
$endgroup$
– Matt P
5 hours ago
add a comment |
$begingroup$
Have you tried starting from the definition of stationarity?
$endgroup$
– Matt P
5 hours ago
$begingroup$
Have you tried starting from the definition of stationarity?
$endgroup$
– Matt P
5 hours ago
$begingroup$
Have you tried starting from the definition of stationarity?
$endgroup$
– Matt P
5 hours ago
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
That conjecture is false. A simple counter-example is the deterministic time-series $X_t = (-1)^t$. This time series is not even mean stationary, but its square is strictly stationary.
answered 4 hours ago
BenBen
30.2k234132
$endgroup$
add a comment |
Your Answer
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "65"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: false,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: null,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f408023%2fif-the-square-of-a-time-series-is-stationary-is-the-original-time-series-statio%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
That conjecture is false. A simple counter-example is the deterministic time-series $X_t = (-1)^t$. This time series is not even mean stationary, but its square is strictly stationary.
answered 4 hours ago
BenBen
30.2k234132
$endgroup$
add a comment |
$begingroup$
That conjecture is false. A simple counter-example is the deterministic time-series $X_t = (-1)^t$. This time series is not even mean stationary, but its square is strictly stationary.
answered 4 hours ago
BenBen
30.2k234132
$endgroup$
add a comment |
$begingroup$
That conjecture is false. A simple counter-example is the deterministic time-series $X_t = (-1)^t$. This time series is not even mean stationary, but its square is strictly stationary.
answered 4 hours ago
BenBen
30.2k234132
$endgroup$
That conjecture is false. A simple counter-example is the deterministic time-series $X_t = (-1)^t$. This time series is not even mean stationary, but its square is strictly stationary.
answered 4 hours ago
BenBen
30.2k234132
answered 4 hours ago
BenBen
30.2k234132
answered 4 hours ago
BenBen
30.2k234132
answered 4 hours ago
BenBen
30.2k234132
30.2k234132
add a comment |
add a comment |
Thanks for contributing an answer to Cross Validated!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f408023%2fif-the-square-of-a-time-series-is-stationary-is-the-original-time-series-statio%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
$begingroup$
Have you tried starting from the definition of stationarity?
$endgroup$
– Matt P
5 hours ago