问题如下：
All of the following options characterize the covariance stationary of a time series process, except:
选项：
A. The autocorrelation will be stable.
B. The mean will be stable.
C. Variance in the time series will change over time.
D. The covariance structure will be stable.
解释：
C is correct.
考点：Time Series Process and Covariance Stationary
解析：时间序列数据的方差不会随着时间的推移而改变，因此C选项描述错误，选C。
老师好，请问A选项是否有在讲义中讲过？看了之前的问题解答，还是不太明白。
