To achieve spread stationarity in the context of pairs trading, where the portfolios only consist of two stocks, one can attempt to find a cointegration irregularities between the two stock price series who generally show stationary correlation.
42.
Working with \ bar { y } _ t \, would result in power gain, as ERS show, when testing the stationarity features of y _ t \, using the augmented Dickey-Fuller test.
43.
Similarly to the one-dimensional case, the homogeneous point process is restricted to some bounded subset of \ textstyle \ textbf { R } ^ d, then depending on some definitions of stationarity, the process is no longer stationary.
44.
In either case the price level has drift in the sense of a rising expected value, but the cases differ according to the type of non-stationarity : difference stationarity in the former case, but trend stationarity in the latter case.
45.
In either case the price level has drift in the sense of a rising expected value, but the cases differ according to the type of non-stationarity : difference stationarity in the former case, but trend stationarity in the latter case.
46.
In either case the price level has drift in the sense of a rising expected value, but the cases differ according to the type of non-stationarity : difference stationarity in the former case, but trend stationarity in the latter case.
47.
But because we don't know u _ t, we must estimate this first, generally by using ordinary least squares, and then run our stationarity test on the estimated u _ t series, often denoted \ hat { u } _ t.
48.
8 . ��?Anninos PA, Jacobson JI, Tsagas N, and Adamopoulos A, Spaciotemporal stationarity of epileptic focal activity evaluated by analyzing magnetoencephalographic ( MEG ) data and the theoretical implications . ?Panminerva Med . 1997; 39 ( 3 ) : 189-201.
49.
Because the intended result of the process is to produce a landscape, rather than a mathematical function, processes are frequently applied to such landscapes that may affect the stationarity and even the overall fractal behavior of such a surface, in the interests of producing a more convincing landscape.
50.
Smith was unable to provide any contemporary examples of a nation in the world that had in fact reached the full complement of riches and thus had settled in stationarity, because, as he conjectured, " . . . perhaps no country has ever yet arrived at this degree of opulence ."
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