1.

Discrete data
2. Continuous data
3. Covariance
4. Autocovariance
5. Unit root: A unit root (also called a unit root process or a difference stationary process) is a
stochastic trend in a time series, sometimes called a “random walk with drift”; If a time
series has a unit root, it shows a systematic pattern that is unpredictable.
6. Autoregressive process
- The autoregressive process is a difference equation determined by. random variables.
The distribution of such random variables is the key component in. modeling time series.
- In statistics and signal processing, an autoregressive model is a representation of a type
of random process; as such, it is used to describe certain time-varying processes in
nature, economics, etc.
7. heteroscedasticity