p-value for white noise data

Question

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.

Answer 1

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

p-value for white noise data

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