Johansen Cointegration on a stationary time series?
138640
Johansen Cointegration Test with I(0)?
13719
Conceptual distinction between heteroscedasticity and non-stationarity
65186
Statistics: Joint Moment Generating Function Question
27836
Seeking certain type of ARIMA explanation
46048
Is there a rising trend in Number Series
99218
Does a MCMC fulfilling detailed balance yields a stationary distribution?
138495
Why does a time series have to be stationary?
132283
Convert 'intercept/drift' term to 'constant' term in arima/auto.arima functions, in case of higher orders - R
5007
Why is weak stationarity equivalent to strict stationarity only when distribution is normal?
54434
Two or more time series. What is the best way to test whether one of them is leading and by what time period?
12869
Solving SDE: $dX(t) = udt + \sigma X(t)dB(t)$
101341
Variance of an AR and ARMA process derived from lag notation
32942
Skipping lags in autoregressive modeling?
120879
Why is OLS estimator of AR(1) coefficient biased?
146872
How to know if a time series is stationary or non-stationary?
69347
Fitting Methods in Arima
141750
Finding the steady state solution of a damped oscillator