Is stationarity preserved under a linear combination? – stats.stackexchange.com

Is stationarity preserved under a linear combination? – stats.stackexchange.com

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Imagine we have two time-series processes, which are stationary, producing: $x_t,y_t$. Is $z_t=\alpha x_t +\beta y_t$, $\forall \alpha, \beta \in \mathbb{R}$ also stationary? Any help would be ...

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