CFA Practice Question

There are 208 practice questions for this study session.

CFA Practice Question

For a time series to be covariance stationary it means:

I. Its mean does not change over time.
II. Its variance does not change over time.
III. The covariance of the time series with itself does not change over time.
IV. There is no auto-correlations of the error term.
Correct Answer: I, II and III

These are principle requirements of a covariance stationary series.

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