query: Correlation & Stationarity
positive_passages.docid: 21808
positive_passages.text: Does correlation assume stationarity of data?
negative_passages.docid: 140611
negative_passages.text: Conditional Expectations and Variances
negative_passages.docid: 154292
negative_passages.text: Interpretation of ADF(Augmented Dickey-Fuller) and KPSS (Kwiatkowski–Phillips–Schmidt–Shin) tests for time series
negative_passages.docid: 81515
negative_passages.text: Method for generating correlated non-normal data
negative_passages.docid: 116586
negative_passages.text: How to use Pearson correlation correctly with time series
negative_passages.docid: 18862
negative_passages.text: Autocorrelation vs Non-stationary
negative_passages.docid: 6316
negative_passages.text: PCA on correlation or covariance?
negative_passages.docid: 73956
negative_passages.text: How to statistically compare two time series?
negative_passages.docid: 111654
negative_passages.text: Moving-average model error terms
negative_passages.docid: 59577
negative_passages.text: Simple examples of uncorrelated but not independent $X$ and $Y$
negative_passages.docid: 80769
negative_passages.text: Expected value of correlated stochastic integrals
negative_passages.docid: 12817
negative_passages.text: Determining true mean from noisy observations
negative_passages.docid: 124391
negative_passages.text: Correlation with a constant
negative_passages.docid: 65825
negative_passages.text: Correlated joint normal distribution: calculating a probability
negative_passages.docid: 22531
negative_passages.text: Testing for linear dependence among the columns of a matrix
negative_passages.docid: 57445
negative_passages.text: Dollar-cost-averaging interval based on decay of autocorrelation?
negative_passages.docid: 79138
negative_passages.text: Correlation between a nominal (IV) and a continuous (DV) variable