题目
All of the following traits characterize the covariance stationary of a time series process, except:
选项
A.Stability of the mean.
B.Stability of the covariance structure.
C.A non-constant variance in the time series.
D.Stability of the autocorrelation
答案
C
解析
The time series volatility around its mean (i.e., the distribution of the individual observations around the mean) does not change over time.均值附近的时间序列波动性（即各个观察值均值附近的分布）不会随时间变化。