Jakob Grazzini

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Jakob Grazzini

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Stationarity Test

Jakob Grazzini | Published Mon Nov 29 19:26:39 2010 | Last modified Sat Apr 27 20:18:48 2013

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.

ergodicity_test

Jakob Grazzini | Published Mon Nov 29 19:22:53 2010 | Last modified Sat Apr 27 20:18:30 2013

This Python module contain a function that is able to test the ergodicity of a given agent based model. It is sufficient to produce one long time series and many smaller time series. The function uses

Under development.

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