Time-series revisited

Refreshing some basic math ideas as well as learning how to do math in github pages.

As additional challenge, I’m trying to do it all in Vi mode…

(from the fantastic series by Ben Lambert on econometrics: https://youtube.com/playlist?list=PLwJRxp3blEvZyQBTTOMFRP_TDaSdly3gU)

Definition of Stationarity:

• $E[x_t] = \mu$
• $Var(x_t) = \sigma^2$
• $Cov(x_t, x_{t+1}) = f(h) \neq g(t)$