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Proof of stationarity in Time Series

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ahsa123

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Code:
 Math
Code:
 Statistics
Code:
 Stationarity
Code:
 Covariance stationary

Suppose you have a time series (Xt) where t denotes the time value. Xt has zero mean.
Xt=a(Xt-1) where a is a constant between 0 and 1.

How do you prove by contradiction that this time series is (or is not) covariance stationary?


Thank you in advance.


ahsa123
 

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