stationarity

Examples

• All

• To investigate the stationarity properties of our data, we performed the augmented Dickey-Fuller (1979) and Phillips-Perron (1988) tests for a unit root in the price spread.

  Academic text (2001)

• Before identifying the time series model generating the data, we investigated the data's stationarity properties.

  Academic text (2001)

• OK, so it's a nice example of where you have wide sense stationarity, but you don't have stationarity.

• This is exactly what statisticians do when testing for autocorrelation and stationarity.

  Blog text (9)

• After testing for stationarity, contemporaneous and inter-temporal relationships, we estimate a VAR system.

  Academic text (2016)

• We perform unit root tests augmented Dickey-Fuller (ADF) on the first differences and find evidence of stationarity.

  Academic text (2016)

• The second assumption, stationarity, is tested by comparing the synchronous correlations (e.g., Acceptability at 1 month and Effectiveness at 1 month vs. Acceptability at 3 months and Effectiveness at 3 months).

  Academic text (1992)

• Before conducting further analysis, we checked the data's stationarity to ensure consistent statistical properties over time.

• In time series analysis, verifying stationarity is crucial because it indicates that the mean and variance do not change.

Synonyms

I

invariability

vsstationarity

7.6

A state when something stays the same over time

is about statistical properties staying constant over time

U

unchangingness

vsstationarity

8.6

The quality of staying the same over time

focuses on statistical constancy of a process across time

Surface Forms

Morphology

Etymology