stationary

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Related to Stationarity: Autocorrelation

stationary

(stā′shŭn-ĕr-ē) [L. stationarius, belonging to a station]
Remaining in a fixed condition.
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References in periodicals archive ?
These beliefs take the form of conjectures about the other forecaster's beliefs about stationarity.
Model averaging and persistent disagreement
Tables 3 shows the results of the unit roots and stationarity tests, compared with critical values from Ng and Perron (2001), for the G7 and BRICS countries.
Common stocks and inflation: an empirical analysis of G7 and BRICS
Papadopoulos and Sidiropoulos (1999) examined the stationarity of public sector deficits (inclusive of interest payments) in five EU economies.
The sustainability of Italian public debt and deficit
Unit root test (to test the stationarity of the sample currencies against USD),
Long memory features and relationship stability of Asia-Pacific currencies against USD
Stationarity condition as values of [alpha] 2 + [beta] 2 < 1 i.
The Inflation-Output Nexus: Empirical Evidence from Pakistan, Indonesia and Iran
There may be confusion as to the role that unit root and stationarity tests play in detecting convergence.
Convergence of per capita income: the case of U.S. metropolitan statistical areas
This section involves the application of a battery of panel unit root and stationarity tests to analyze the properties of the data generation process and verify whether the properties are integrated.
On the sustainability and synchronization of fiscal policy in Latin America
While all the tests maintain the null hypothesis as the presence of a unit root (Non-stationarity), the Hadri states the null of stationarity (absence of a unit root in the data generating process).
Long term factors of internet diffusion in Sub-Saharan Africa: A panel co-integration analysis
Hence the Augmented Dickey-Fuller test (ADF) applied to the log price series as a test of Stationarity in which appropriate lag length is determined using Aikaike's Information Criterion (AIC).
Which pairs of stocks should we trade? Selection of pairs for statistical arbitrage and pairs trading in Karachi Stock Exchange
The Hadri test accepted the hypothesis of stationarity in both series in their first differences, but rejected the hypothesis of stationarity on their levels.
Capital mobility in the panel GMM framework: evidence from EU members
If the original time series must be differenced d times to achieve stationarity it is said to be integrated of order d, or 1(d) and ARMA transitions to ARIMA (Gujarati and Porter (10), and Makridakis and Hibon (11)).
How effective are quantitative methods in forecasting crude oil prices?
It also introduces differences between time series data from other forms of data and explains basic ideas like autoregression, autocorrelation, serial correlation, stationarity, exogeneity, weak dependence, trending, seasonality, structural breaks, and stability.
Introduction to Time Series Analysis

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