Non-stationarity and ARIMA(p,d,q) Processes

John D. Levendis
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John D. Levendis: Loyola University New Orleans

Chapter 5 in Time Series Econometrics, 2018, pp 101-122 from Springer

Abstract: Abstract Up until now we have been looking at time series whose means did not exhibit long-run growth. It is time to drop this assumption. After all, many economic and financial time series do not have a constant mean. Examples include: the US GDP per capita, the US CPI, the Dow-Jones Industrial Index, and the share price of Google.

Date: 2018
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DOI: 10.1007/978-3-319-98282-3_5

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