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CHARACTERIZING CYCLES #29

Open Grefer opened 4 years ago

Grefer commented 4 years ago

https://www.melonsblog.cn/2019/10/characterizing-cycles.html#more

Grefer commented 4 years ago

One feature that all autocorrelation functions have in common is that autocorrelations approach zero as the number of lags or displacements gets large.

Grefer commented 4 years ago

One requirement for a series to be covariance stationary is that its covariance structure be stable over time. If the covariance structure is stable, then the autocovariances depend only on the lag, h, between observations, not on time, t. Also, covariance stationarity does not place restrictions on other aspects of the distributions or the series, such as kurtosis and skewness.