Stationary in mean

[@felipeoliveiramachadobueno1428]

They way you teach is insanely good! Thanks for making time series look much less complex than it actually is

[@floki5724]

Clear, direct to the point, and easy to understand. Thank you sir! Greeting from Brazil.

[@FluffleOW]

Hi Ben, thank you so much for these videos. They are so concise and clear, and really digestable! My exam is in 2 weeks but I feel a lot more prepared now that I have discovered your channel!

[@sabashah1160]

For the first time I got it so clearly... thank you

[@PedroRibeiro-zs5go]

Thanks, this is the explanation I was looking for!

[@Narek173377]

What if both means for Xt and Yt are increasing in a parallel fashion and the gap between them remains constant?

[@CollegeVideoFreak]

They wouldn't even have to be parallel. As long as one variable can be written as a multiple of the other, we can't dismiss the possibility of a linear relationship. So if y = 6t and x = 2t, then y = 3x is plausible. You could even throw in intercepts. This is referred to as cointegration. If there exists a linear combination of the non stationary variables that is stationary, the variables are said to be cointegrated and we can't dismiss regression.

[@christophervanderheijden479]

Great videos, very helpful for my master's thesis!

[@davidelive04]

for the last part where they both have stationary means, what if they represent cos and sign waves, then the difference in means would change over time? Are you stating that the mean difference in mean is the same at all times for a stationary in mean linear regression?

[@nortongartino4602]

great videos, man! keep up! these videos helped me a lot.

[@officialmintt]

What's the difference between a constant and a stationary variable?

[@DrEng_Sinan]

It is perfectly explained

[@CaZeek]

+Sinan Jasim Hadi Agreed- phenomenal video

[@Donyvi]

So this is in violation of the first Gauss-Markov condition?

[@diogolamounier]

So E[Xt] = μ and E[Yt] = γ (another constant)?

[@diogolamounier]

Is this the first condition?

[@mabidou]

Thanks. Really helpful :)

[@dimasmukhlas3952]

Thank you :)

[@zoozolplexOne]

cool !!!

[@hx3tube]

why can't two non-stationary variable have linear model? ridiculous. it is necessary but not sufficient.