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What is Stationarity

Chapter 13
Encyclopedia of Organizational Knowledge, Administration, and Technology
The statistical properties like mean, variance, autocorrelation, etc. of such a time series are all constant over a period of time. Statistical forecasting methods generally use this stationarity property through mathematical transformations in the process of predicting how the future varies in comparison to the past. It, thus, aims to identify whether there is unit root in the time series process or not.
Published in Chapter:
The Dynamics of Demographic and Macroeconomic Variables in India
Sovik Mukherjee (St. Xavier's University, India)
Copyright: © 2021 |Pages: 18
DOI: 10.4018/978-1-7998-3473-1.ch013
Abstract
The theory of economic growth is one of the principal branches of macroeconomics that tries to highlight the factors that have influenced the long-run trend of the growth of an economy. One of the leading issues in the literature on India's economic growth has been the manifold effects of inflation and employment among many others. The present paper aims to examine the relationship between economic growth rates, inflation, employment, and population growth in a Simultaneous Equations System (SES) framework, with an exclusive focus on the experience since economic liberalization in 1991. The literature on this subject has up till now analyzed the determinants of these endogenous variables disconnectedly. Not only does this paper endeavour to ascertain the existence of endogeneity among these variables but also highlight a multitude of factors that are connected in this regard. This paper comes to a close by discussing the possibilities for developing strategies that are overtly concerned with productive employment generation.
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Chapter 13
Capacity Management in Hotel Industry for Turkey
ARMA (p, q) modeling process requires stability (stationary). Stationary processes do not have a certain trend and have the mean and variance that it doesn’t change with time.
Published in Chapter: Capacity Management in Hotel Industry for Turkey; From: Handbook of Research on Holistic Optimization Techniques in the Hospitality, Tourism, and Travel Industry
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Chapter 11
Statistical Modelling and Analysis of the Computer-Simulated Datasets
(referred to weak-stationarity) In the context of response surfaces, a process is said to be non-stationary if the surface exhibit abrupt changes in the curvature and shape.
Published in Chapter: Statistical Modelling and Analysis of the Computer-Simulated Datasets; From: Handbook of Research on Cloud Computing and Big Data Applications in IoT
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Chapter 2
Dynamics of the Relation Between Producer and Consumer Price Indices: A Comparative Analysis in the U.S. Market
An important property in time-series econometrics. A time-series is stationary if it has a constant mean, a finite variance, and a constant auto-covariance structure throughout the sample. If any one of these conditions is not satisfied, the time-series would be non-stationary.
Published in Chapter: Dynamics of the Relation Between Producer and Consumer Price Indices: A Comparative Analysis in the U.S. Market; From: Applied Econometric Analysis: Emerging Research and Opportunities
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Chapter 32
Big Data Time Series Stream Data Segmentation Methods
A statistical characteristic of a time series for which the distribution does not change over time.
Published in Chapter: Big Data Time Series Stream Data Segmentation Methods; From: Encyclopedia of Information Science and Technology, Fourth Edition
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Chapter 575
Applications of Artificial Neural Networks in Economics and Finance
A time series is stationary when its statistical distribution moments do not change over time.
Published in Chapter: Applications of Artificial Neural Networks in Economics and Finance; From: Encyclopedia of Information Science and Technology, Fourth Edition
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Chapter 5
The Convergence Behind the Curtain: An Examination of Crime Rates in Pennsylvania Counties
The case when the statistical properties, such as mean, variance, etc., of a time series of observations are all constant over time.
Published in Chapter: The Convergence Behind the Curtain: An Examination of Crime Rates in Pennsylvania Counties; From: Applied Econometric Analysis: Emerging Research and Opportunities
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Chapter 191
Segmenting Big Data Time Series Stream Data
A statistical characteristic of a time series for which the distribution does not change over time.
Published in Chapter: Segmenting Big Data Time Series Stream Data; From: Encyclopedia of Business Analytics and Optimization
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Chapter 8
The Impact of Health Crisis on the Volatility of Commodity Price Return: Does Economic Uncertainty Matter?
Stationarity is a fundamental concept; it is a stochastic process when the time series fluctuations over time do not change. Statistically, the properties of the data do not change. In other words, it is a time series where the mean, variance, and autocorrelation structure (the relationship between the values of the series at different time points) remain constant over time.
Published in Chapter: The Impact of Health Crisis on the Volatility of Commodity Price Return: Does Economic Uncertainty Matter?; From: Smart Strategies and Societal Solutions for Sustainable International Business
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