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MathGroup Archive 2006

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Stationarity testing of data

  • To: mathgroup at smc.vnet.net
  • Subject: [mg65554] Stationarity testing of data
  • From: "john.hawkin at gmail.com" <john.hawkin at gmail.com>
  • Date: Fri, 7 Apr 2006 06:14:35 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

Hello,

I have a second question about time series analysis in mathematica.
Are there any built in functions to test the stationarity of a set of
data?  You can test the stationarity of a given model using
StationaryQ, but I can't find a function to test the stationarity of an
instance of that model, or any other data set.

Thanks,

-John Hawkin


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