Time Series: Descriptive Analysis and Classical Decomposition · Introduction

Introduction

What this guide covers

Introduction Introduction Advanced Technical Treatise

Overview

Related concepts

Compatible notation

The expression is rendered accessibly, with its LaTeX source preserved below.

E[I_t] = 0, \quad \operatorname{Var}(I_t) = \sigma^2_I, \quad \operatorname{Cov}(I_t, I_{t-k}) = 0 \quad \forall k \neq 0

View LaTeX source

E[I_t] = 0, \quad \operatorname{Var}(I_t) = \sigma^2_I, \quad \operatorname{Cov}(I_t, I_{t-k}) = 0 \quad \forall k \neq 0