Covariance stationary time series
I understand that if both the intercept and slope coefficient in a time series do not differ significantly from 0 then it is a covariance stationary time series but how can we make valid inferences if both are not statistically significant? Does the fact that the time series is covariance stationary take precedence over the fact that the regression coefficients are statistically insignificant? Would we still be able to make proper statistical inferences?
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