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Stationarity tests - Dickey-Fuller, Phillips-Perron
Hello All: I am trying to find out if there exists a mathematica function to test for Stationarity which yields results from something like an Augmented Dickey-Fuller test, or the Phillips-Perron test explicitly. I do have the Time Series package and see the StationaryQ function, but I do not know the method employed by that function. Basically, I'm looking to analyze for stationarity given a list of data, rather than a known/ modelled AR (or similar process).... Any suggestions are greatly appreciated. Cheers, t.