nemstacionaritást
Nemstacionaritást (non-stationarity) is a property of a time series in which its statistical characteristics—such as the mean, variance, or autocovariance—change over time. In a stationary series, these properties are constant and the process’s behavior does not depend on the time at which it is observed. Non-stationarity is common in economic, financial, and environmental data and poses challenges for analysis and forecasting.
Non-stationarity can arise in several forms. A deterministic trend causes the mean to drift over time, while
Implications for analysis are significant. Standard statistical models assume stationarity; non-stationary data can yield spurious relationships
Tests and diagnosis commonly rely on unit root tests and related procedures. Unit root tests (for example,
Notes: the concept and terminology vary by language; in many contexts non-stationarity is a natural feature