Stationary Time Series

Stationary time series
Definition:
A longitudinal measure in which the process generating returns is identical over time. ...

Stationary Time Series
Implies that no trend is observed in the time series. Identified when the time series has a constant mean and variance.

Stationary Time Series: No observance of a trend in the time series.
Statistics: The probability distribution used to test the hypothesis that a random sample of n observations comes from a normal population with a given mean.

Cointegration is an econometric technique for testing the correlation between non-stationary time series variables.

Hamilton, James D. (1989). A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica, 57, 357-384.

See also: Series, Stock, Time Series, Analysis, Stock market