Hi, I have a question on stationarity in time series. I basically understand the concept, I think. However, I don't understand why the lag should affect the joint distribution. For example, the joint distribution of <Yt, Yt+a> should be the same as the joint distribution of <Yp, Yp+a>. If now the a were to increase, the joint distributions should still be the same. Is that correct? If Yp+a is changed to some other value, say Yp+b, then surely the joint distribution would still be the same in a stationary time series. Does anyone know if this is correct?