弱平穩(Weak Stationary)
$$\begin{aligned} \operatorname{E}(y_t)&=C \\ \operatorname{Cov}(y_t,y_s)&=R(t,s) \\ \operatorname{Var}(y_t)&=\operatorname{Cov}(y_t,y_t)=\sigma_y^2 \\\\ \rho_k&=\operatorname{Corr}(y_t,y_{t-k})=\frac{\operatorname{Cov}(y_t,y_{t-...
