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