Stationarity Test v1.0.0

Jakob Grazzini

Stationarity Test (version 1.0.0)

Submitted by: Jakob Grazzini Software Framework:NoneProgramming Language: Python

This is a stationarity test, it tests whether a given moment is constant during the time series (null hypothesis). The Wald Wolfowitz nonparametric fitness test is applied to time series. The test uses the “overall moment” of a time series as a constant fitness function for the moment computed over a set of subsample of the same time series. If the null is not rejected, the subsample moments are constant.

Cite this Model

Jakob Grazzini (2013, April 27). “Stationarity Test” (Version 1.0.0). CoMSES Computational Model Library. Retrieved from: https://www.comses.net/codebases/2280/releases/1.0.0/

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Contributors

Jakob Grazzini

DOI

No assigned DOI

Model Version

1.0.0

License

GPL-2.0

Operating System

Other

Programming Language

Python

Dependencies

{'programming_language': {'name': 'python', 'version': '2.6'}}

Publish Date

Monday, November 29, 2010

Last Updated

Saturday, April 27, 2013

Downloads 533

Peer Review

Unreviewed

Model Versions

Version	Submitter	First published	Last modified	Status
1.0.0	Jakob Grazzini	Mon Nov 29 19:26:39 2010	Sat Apr 27 20:18:48 2013	Published

Computational Model Library

Stationarity Test (version 1.0.0)

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