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What is Non-Stationarity in Time Series Analysis about?

This document discusses the concepts of stationarity and non-stationarity in time series analysis. It defines what makes a time series stationary and the conditions required. Many economic time series like GDP are non-stationary as their means and variances change over time. Regressing two non-stationary variables can result in spurious regressions where significant relationships are found even when none exist. Taking the first differences of the variables can make them stationary and avoid this problem. Te

Author

smazadamha sulaiman

Language

EN