I wasn’t able to know how can we test if the data in covarince stationary? For Unit Root, we have to to conduct DF test… Not sure what should be conducted to test for covariance stationary?? Any thoughts?
I wasn’t able to know how can we test if the data in covarince stationary? For Unit Root, we have to to conduct DF test… Not sure what should be conducted to test for covariance stationary?? Any thoughts?