time series: sî-kan sū-lia̍t
strong/weak stationarity (strongly/weakly stationary): kiông/jio̍k tēng-thài/ún-thài
autocorrelation function (ACF): chū-ngó͘ siong-koan hâm-sò͘
white noise: pe̍h chhò-im
autoregressive: chū-ngó͘ hôe-kui
characteristic root: te̍k-sèng-kin/kun
partial ACF: phian ACF
information criterion: chu-sìn chún-chek
moving-average: î-tōng pêng-kin
extended ACF: iân-sin ACF
unit-root nonstationary: tan-kin/kun hui-tēng-thài
random walk: sûi-ki bān-pō͘