What is the difference between i.i.d noise and white noise? [closed]

1. Is IID the same as white noise?
2. Is white noise always iid?
3. What is iid noise in time series?
4. What is white noise in regression?

Is IID the same as white noise?

In time series analysis, a sequence of independent identically distributed (IID) Normal random variables with mean zero and variance σ2 is known as Gaussian white noise.

Is white noise always iid?

The noise sequence would be an iid noise if in addition the elements are not just uncorrelated but also independet. So therefore every iid noise is also white noise, but the reverse is just true for Gaussian white noise sequence.

What is iid noise in time series?

ˆ Independent and identically distributed (iid) noise: Perhaps the simplest model. for a time series is one in which there is no trend or seasonal component and in which the observations are simply independent and identically distributed (iid) random variables with zero mean.

What is white noise in regression?

White noise are variations in your data that cannot be explained by any regression model.