APA Dictionary of Psychology

stationarity

Updated on 04/19/2018
n. in time-series analysis, the property of being unchanging or “flat,” such that the data are without trends or periodic fluctuations and the mean, variance, and autocorrelation structure remain constant over time. Most statistical forecasting methods are based on the assumption that the time series of interest can be mathematically transformed into approximate stationarity (i.e., can be “stationarized”).
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