tag:blogger.com,1999:blog-7958828565254404797.post3749966077903675288..comments2017-02-25T11:22:20.433-08:00Comments on Listen Data: Time Series Forecasting - ARIMA [Part 1]Deepanshu Bhallanoreply@blogger.comBlogger3125tag:blogger.com,1999:blog-7958828565254404797.post-38791847791207599372015-12-02T01:57:26.878-08:002015-12-02T01:57:26.878-08:00I am not able to understand that how it can be sta...I am not able to understand that how it can be stationary if it has sudden jumps or erratic changesRishabh Khannahttp://www.blogger.com/profile/14375879047752487288noreply@blogger.comtag:blogger.com,1999:blog-7958828565254404797.post-81210358753892260362015-12-01T12:09:48.933-08:002015-12-01T12:09:48.933-08:00A white noise series has a constant mean (of zero)...A white noise series has a constant mean (of zero), a constant variance and no correlation. Hence, it is stationary. Whereas, random walk is non-stationary as its mean and variance increases over time.Deepanshu Bhallahttp://www.blogger.com/profile/09802839558125192674noreply@blogger.comtag:blogger.com,1999:blog-7958828565254404797.post-80176544681488701712015-12-01T05:58:27.729-08:002015-12-01T05:58:27.729-08:00HI Folk,
thanks for providing us a rich article on...HI Folk,<br />thanks for providing us a rich article on Forecasting,<br />Could you please elaborate or explain White Noise again,<br />Definition above for White Noise is ONE WITH CONSTANT MEAN AND VARIATION, by this I am getting it that both mean and variance are constant.<br /><br />But when again in short definition for White noise has been explained in Random Walk column then things are quite different . It is mentioned that with zero mean and variance one.<br /><br />Could you be so kind to explain the thin line of difference between them. Rishabh Khannahttp://www.blogger.com/profile/14375879047752487288noreply@blogger.com