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Erschienen in:
2013 | OriginalPaper | Buchkapitel
Nonstationary Processes
verfasst von : Gebhard Kirchgässner, Jürgen Wolters, Uwe Hassler
Erschienen in: Introduction to Modern Time Series Analysis
Verlag: Springer Berlin Heidelberg
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So far, we have only considered stationary time series. As a matter of fact, however, most economic time series are trending, like, for example, the GDP series investigated in
Chapter 1
. We tried to eliminate the trend by using first differences or growth rates. These filtered series can be investigated by employing the concepts that were developed for the analysis of stationary time series.