Computational Model Library

Stationarity Test (version 1.0.0)

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.

Download Version 1.0.0
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

Discussion

This website uses cookies and Google Analytics to help us track user engagement and improve our site. If you'd like to know more information about what data we collect and why, please see our data privacy policy. If you continue to use this site, you consent to our use of cookies.