# Stationarity of the detrended time series of S&P500

@article{AriasCalluari2019StationarityOT, title={Stationarity of the detrended time series of S\&P500}, author={Karina Arias-Calluari and M N Najafi and Michael S. Harr'e and Fernando Alonso-marroquin}, journal={arXiv: Statistical Finance}, year={2019} }

Our study presents the analysis of stock market data of S&P500 before and after been detrended. The analysis is based on two types of returns, simple return and log-return respectively. Both of them are non-stationary time series. This means that their statistical distribution change over time. Consequently a detrended process is made to neutralize the non-stationary effects. The detrended process is obtained by decomposing the financial time series into a deterministic trend and random… Expand

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