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What does stationarity mean in time series analysis?

Stationarity means that the statistical distribution of the data depends only on the difference in time between observations, rather than their absolute location in time.

Conditions

  • Applies to time series data.

Reasoning, step by step

  1. Identify the definition of stationarity.
  2. Note the dependency on time difference.
  3. Note the independence from absolute time location.

Example

Slide text states: 'Distribution depends only on difference in time, not location in time.' The speaker explains that stationarity means the distribution of your data depends only on differences in time, not location in time.

Common misconceptions

  • Thinking stationarity means the data values are constant.
  • Believing that stationarity requires the mean to be zero.

Watch the explanation

4:11 – 4:35Watch this moment ↗

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Answers are generated from source material and independently checked. Consult the original video or creator if something is unclear.