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 ?
These beliefs take the form of conjectures about the other forecaster's beliefs about stationarity.
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.
Papadopoulos and Sidiropoulos (1999) examined the stationarity of public sector deficits (inclusive of interest payments) in five EU economies.
Unit root test (to test the stationarity of the sample currencies against USD),
Stationarity condition as values of [alpha] 2 + [beta] 2 < 1 i.
There may be confusion as to the role that unit root and stationarity tests play in detecting convergence.
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.
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).
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).
The Hadri test accepted the hypothesis of stationarity in both series in their first differences, but rejected the hypothesis of stationarity on their levels.
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)).
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.