A test of self-stationarity
Open-File Report
72-311
Prepared under NASA Contract H-82013A
By: Robert D. Regan
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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.
| Publication type | Report |
|---|---|
| Publication Subtype | USGS Numbered Series |
| Title | A test of self-stationarity |
| Series title | Open-File Report |
| Series number | 72-311 |
| DOI | 10.3133/ofr72311 |
| Year Published | 1972 |
| Language | English |
| Publisher | U.S. Geological Survey |
| Description | ii, 31 p. |
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