Glossary

Nonstationary time series

Nonstationary time series:

A time series x_t is called to be nonstationary if its statistical properties depend on time. The opposite concept is stationary time series . Most real world time series are nonstationary.

An example of a nonstationary time series is a record of readings of the atmosphere temperature measured each 10 seconds with some random errors that have a constant distribution with zero mean. At any given time point the mean of the readings is equal to the true temperature. On the other hand, the mean value itself changes with time – as far as the true temperature varies with time.

Browse Other Glossary Entries

Test Yourself

Planning on taking an introductory statistics course, but not sure if you need to start at the beginning? Review the course description for each of our introductory statistics courses and estimate which best matches your level, then take the self test for that course. If you get all or almost all the questions correct, move on and take the next test.