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.
References in periodicals archive ?
Using a model we call Stationarity Assessment, Part I explores how legal fields are structured and sustained based on assumptions about the variability of natural, social, and economic conditions, and how disruptions to that regime of variability can lead to the emergence of new fields of law and policy.
If the test generates evidence of stationarity for the nominal exchange rate, which is generally known to be non-stationary, the covariate that yielded the rejection is disregarded and excluded from the CPT tests of the real exchange rate.
We take caution in drawing too much inference from results from any one test on its own but, taken together, a preponderance of the evidence would seem to suggest strong evidence of the stationarity of these 18 industry-specific interest rates.
Stationarity testing problem of traffic with Long Range Dependence (LRD) is a hard problem and is a subject of many researches: [2, 4, 5, 6] and others.
The KPSS unit root test proposed by Kwiatkowski, Phillips, Schmidt, and Shin (1992) has the opposite null hypothesis to the Dickey and Fuller (1979) unit root test with stationarity under the null.
Experiment 1: High Stationarity Buttons in Non-Determinant Problems
To complement this, we applied the LM stationarity test with a structural break, which was studied by Lee and Strazicich (2001), Busetti and Harvey (2001), Kurozumi (2002) or Presno and Lopez (2003a).
However, there might be structural breaks in mid-1996 and at the beginning of 2001, so formal tests are needed to confirm stationarity.
Assessment of time-series attributes such as stationarity.
The pre-requisite of cointegration test is the stationarity of each individual time series over the sample period.
For instance, in economics covariance stationarity is often used, or asymptotic covariance stationarity can be used if one wishes to avoid taking a stand on initial conditions.
Alternatively, if the ACF of sample dies out for higher lag is an indication for stationarity.