A form of this property is, unusually, the null hypothesis in Kwiatkowski et al.’s KPSS test. Engle and Granger showed how to assess if there exists a linear combination of variables with this property, a scenario called cointegration. This property does not hold in the presence of a unit root of the characteristic (15[1])equation, which can be assessed using a Dickey-Fuller test. (-5[2])Whether (-5[1])this property holds for the joint (*) CDF or just the first two moments distinguishes its “strict-sense” and “wide-sense” forms, the latter (10[1])of which (10[1])corresponds to the autocovariance function only depending on the lag between its two inputs. Differencing, adding a seasonality term, and de-trending are all common ways of getting a time series to have this property. (-5[2])For 10 points, (10[1])name this property of a statistical process whose distribution does not change with (-5[1])time. (10[1])■END■ (10[5]0[23])