Correlation and Stationary Time Series
Robert H. Shumway, David S. Stoffer · 2019
We now discuss various measures that describe the general behavior of a process as it evolves over time. The material on probability in Appendix B may be of help with some of the content in this chapter. A rather simple descriptive measure is the mean function, such as the average monthly high temperature for your city. In this case, the mean is a function of time .