Re: [R] Stationarity of a Time Series

From: Wensui Liu <liuwensui_at_gmail.com>
Date: Mon, 21 Jan 2008 14:51:17 -0500

stephen,
there are numerous tests. most widely used are adf test and pp test, both of which can be implemented in R.

On Jan 21, 2008 2:36 PM, stephen sefick <ssefick_at_gmail.com> wrote:
> Does anyone know of a test for stationarity of a time series, or like
> all ordination techniques it is a qualitative assessment of a
> quantitative result. Books, papers, etc. suggestions welcome.
> thanks
>
> Stephen
>
> --
> Let's not spend our time and resources thinking about things that are
> so little or so large that all they really do for us is puff us up and
> make us feel like gods. We are mammals, and have not exhausted the
> annoying little problems of being mammals.
>
> -K. Mullis
>
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>

-- 
===============================
WenSui Liu
Statistical Project Manager
ChoicePoint Precision Marketing
(http://spaces.msn.com/statcompute/blog)

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Received on Mon 21 Jan 2008 - 19:53:27 GMT

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