[R] Stationarity of a Time Series

Wensui Liu liuwensui at gmail.com
Mon Jan 21 20:51:17 CET 2008

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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> and provide commented, minimal, self-contained, reproducible code.

WenSui Liu
Statistical Project Manager
ChoicePoint Precision Marketing

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