About: Trend-stationary process

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In the statistical analysis of time series, a trend-stationary process is a stochastic process from which an underlying trend (function solely of time) can be removed, leaving a stationary process. The trend does not have to be linear.

Attributes	Values
rdfs:label	トレンド定常 (ja) Trend-stationary process (en)
rdfs:comment	トレンド定常（トレンドていじょう、英: trend stationary）であるとは、統計学における時系列分析において、確率過程が、その潜在的なトレンド（時間のみの関数）を取り除けば、定常過程となる場合を指す。 (ja) In the statistical analysis of time series, a trend-stationary process is a stochastic process from which an underlying trend (function solely of time) can be removed, leaving a stationary process. The trend does not have to be linear. (en)
dcterms:subject	Time series
Wikipage page ID	1512988 (xsd:integer)
Wikipage revision ID	965831834 (xsd:integer)
Link from a Wikipage to another Wikipage	Time series Decomposition of time series Time series Unit root Stationary process Statistics White noise Errors and residuals in statistics Linear regression KPSS test Trend estimation Gross domestic product Natural logarithm Real number Exponential growth Stochastic process Log-linear modeling
sameAs	Trend-stationary process Trend-stationary process Trend-stationary process
dbp:wikiPageUsesTemplate	dbt:Refimprove dbt:Reflist
has abstract	In the statistical analysis of time series, a trend-stationary process is a stochastic process from which an underlying trend (function solely of time) can be removed, leaving a stationary process. The trend does not have to be linear. Conversely, if the process requires differencing to be made stationary, then it is called difference stationary and possesses one or more unit roots. Those two concepts may sometimes be confused, but while they share many properties, they are different in many aspects. It is possible for a time series to be non-stationary, yet have no unit root and be trend-stationary. In both unit root and trend-stationary processes, the mean can be growing or decreasing over time; however, in the presence of a shock, trend-stationary processes are mean-reverting (i.e. transitory, the time series will converge again towards the growing mean, which was not affected by the shock) while unit-root processes have a permanent impact on the mean (i.e. no convergence over time). (en) トレンド定常（トレンドていじょう、英: trend stationary）であるとは、統計学における時系列分析において、確率過程が、その潜在的なトレンド（時間のみの関数）を取り除けば、定常過程となる場合を指す。 (ja)
prov:wasDerivedFrom	wikipedia-en:Trend-stationary_process?oldid=965831834&ns=0
page length (characters) of wiki page	5925 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Trend-stationary_process
is Link from a Wikipage to another Wikipage of	Error correction model Stochastic drift Unit root Copula (probability theory) Stationary process Autocorrelation Trend stationary Linear trend estimation KPSS test Dickey–Fuller test Augmented Dickey–Fuller test List of statistics articles Outline of regression analysis Unit root test Trend-stationary Trend stationarity
is Wikipage redirect of	Trend stationary Trend-stationary Trend stationarity
is foaf:primaryTopic of	wikipedia-en:Trend-stationary_process

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