Explanation:
A time series is considered covariance stationary (or weakly stationary) if its statistical properties do not change over time. Specifically, this means it has a constant and finite mean, a constant and finite variance, and an autocovariance structure that depends only on the time lag between observations, not on the actual time at which they are observed.
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Q.9 If the leading and lagged values of the mean, variance and covariance of a time series do not change with time, the time series is said to be:
A
Autocorellated
B
Autoregressive
C
Covariance stationary
D
Autocovariant
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