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Econometrics

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Moderate

Defining Weak Stationarity

EMETRC-GOEKXP

Weak stationarity states that for any two observations in time, $z_t$ and $z_{t+h}$, the correlation of the two:

A

depends on when the time series sample begins, $t$.

B

depends on the difference in time between the observations, $h$.

C

is non-zero.

D

is zero.

E

depends on both when the time series sample begins, $t$, and the difference in time between the observations, $h$.