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p-value for white noise data

p-value for white noise data

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I am confused as to how the p-value for the white noise data is lower compared to normal data. I got this confusion on the lecture named “Determining Weak Form Stationarity” under Time Series Analysis in Python. 

 

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365 Team
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Hey Ashutosh, 
 
We get a lower p-value because the white noise is a stationary process. However, the closing prices weren’t stationary, so they yielded a higher p-value.
 
Best, 
365 Vik

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