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A test of self-stationarity

Open-File Report 72-311

Prepared under NASA Contract H-82013A
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Abstract

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.

Additional Publication Details

Publication type:
Report
Publication Subtype:
USGS Numbered Series
Title:
A test of self-stationarity
Series title:
Open-File Report
Series number:
72-311
Year Published:
1972
Language:
English
Publisher:
U.S. Geological Survey
Description:
ii, 31 p.
Number of Pages:
35