2 Stationary Time Series
In this chapter we will present the definition and main properties of a stationary time series process and models. The methodology and concepts presented here are the foundation of many time series models, which will be discussed in further chapters.
A general overview of the topics and terminology covered in this chapter can be found at:
Brockwell, P. J., and R. A. Davis. 2009. Time Series: Theory and Methods. Springer Series in Statistics. Springer. https://books.google.lt/books?id=\_DcYu\_EhVzUC.
Brockwell, P. 2016. Introduction to Time Series and Forecasting. Springer Texts in Statistics. Springer International Publishing. https://books.google.lt/books?id=P3fhDAAAQBAJ.
Hyndman, R. J., and G. Athanasopoulos. 2014. Forecasting: Principles and Practice: OTexts. https://books.google.lt/books?id=gDuRBAAAQBAJ.
Lapinskas, R. 2013a. Practical Econometrics II. Time Series Analysis (Computer Labs). Vilnius.
Lapinskas, R. 2013b. Practical Econometrics II. Time Series Analysis (Lecture Notes). Vilnius.