Which of the following time series process is stationary?Single choice
A
a. A white noise process.
B
b. A process with a stochastic trend.
C
c. A process with p-value equals to 0.3 in the ADF test.
D
d. A process with a deterministic trend.
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Similar Questions
Would it be convenient to use a machine learning model directly on the time series below? I No, because the level of the time series is too high, going beyond 4000. II No, because the time window of the time series is too wide. III No, it would be better to test for the non-stationarity of the time series and transform it before applying any model. IV Yes, machine learning can deal with any type of time series without problems.
What is the primary characteristic of a stationary time series?
How would you characterize such a time series :
A random walk process (no drift!) has mean zero, that's why it's weakly stationary but not strong (strict) stationary
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