ahsa123
Newbie level 1
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Math
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Statistics
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Stationarity
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Covariance stationarySuppose 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