A test of self-stationarity
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 |
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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 |