A test of self-stationarity
January 1, 1972
A method for testing the stationarity of a single time series has been devised. The method utilizes two pre-existing tests of stationarity. A computer program that permits routine testing of any time series has been developed, and the test has ben successfully applied to several known series. In certain cases the self-stationarity determined can be equated to stationarity.
Citation Information
| Publication Year | 1972 |
|---|---|
| Title | A test of self-stationarity |
| DOI | 10.3133/ofr72311 |
| Authors | Robert D. Regan |
| Publication Type | Report |
| Publication Subtype | USGS Numbered Series |
| Series Title | Open-File Report |
| Series Number | 72-311 |
| Index ID | ofr72311 |
| Record Source | USGS Publications Warehouse |