Trend-stationary process
Not a Stationary time series or an Integrated process, but one that has a deterministic trend to it as well. Sometimes has notation .
Example:
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Dec 16, 20241 min read
Not a Stationary time series or an Integrated process, but one that has a deterministic trend to it as well. Sometimes has notation trend+I(0).
Example: lnPt=c+βt+ϵt