VAR/VEC and stationarity
7518
VAR or VECM for a mix of stationary and nonstationary variables
31017
What are the numbers in var_dump result?
146558
What is the difference between AR and VAR?
145623
Variance of dot product
34955
Is there a name or reference in a published journal/book for the following variance formula?
20246
Why is "stationarity" assumed in time series data?
99090
Autocovariance of an ARMA(2,1) process - derivation of analytical model for $\gamma( k)$
25331
Online estimation of variance with limited memory
146190
Question about the relationship between the variance of residuals and variances of the data points
75831
Inconsistency in divide-by-zero behavior between different value types
35337
Problem in notation: $(\vec{v}\cdot\vec{\nabla})\vec{v}$ versus $L_v(\vec{v})$
111654
Moving-average model error terms
40835
Can stationary time series contain regulary cycles and periods with different fluctuations
104875
what is the variance of a constant matrix times a random vector?
64151
Time series with a sequence of zeros
108452
When is an "ARIMA process" stationary?
131251
Picking a $\delta$ for a convenient $\varepsilon$?