stationary

(redirected from Stationarity)
Also found in: Dictionary, Thesaurus, Legal, Encyclopedia.
Related to Stationarity: Autocorrelation

stationary

(stā′shŭn-ĕr-ē) [L. stationarius, belonging to a station]
Remaining in a fixed condition.
Mentioned in ?
References in periodicals archive ?
The data series were checked for the stationarity using Augmented Dickey Fuller (ADF) Test.
FOREIGN DIRECT INVESTMENT- ECONOMIC GROWTH NEXUS: EVIDENCE FROM INDIA
The ADF test statistics result for leverage posted the value of -3.970499 with probability of 0.0003, which is greater than critical values of 1% which of -2.653401, 5% of -1.953858 and finally 10% of -1.609571 respectively confirms that leverage attained stationarity at first differencing.
CAPITAL STRUCTURE AND BANK PERFORMANCE: EMPIRICAL EVIDENCE FROM LISTED NIGERIAN FIRMS
But how can the presence of stationarity be tested?
Application of Regression Modeling to Data Observed Over Time/ Aplicacao da Modelagem de Regressao em Dados Observados ao Longo do Tempo
Moreover, Trehan and Walsh (1991) observe that the stationarity of the variation in public debt stock is a sufficient condition.
Fiscal Sustainability in the EU
Specifically, we employ deterministic trend (DT) model, if conventional unit root tests point to stationarity behaviour, while tests with structural breaks point to presence of unit root without breaks.
Secular decline in profit rates: time series analysis of a classical hypothesis
Secondly, the Zivot and Andrews test (ZA), in its different specifications, tests stationarity with one break.
External cycles and commodities in Latin America and the Caribbean: a cointegration analysis with breaks/Ciclos externos y productos basicos en America Latina y el Caribe: un analisis de cointegracion con quiebres/Les cycles internationaux et le marche des matieres premiers en Amerique latine et les Caraibes: une analyse de cointegration avec rupture
The standardized panel data statistic, Z ([lambda]), which, under the null hypothesis of variance stationarity and assumption of cross-sectional independence, is normally distributed as N (0,1) and it can be expressed as:
Is the health care price inflation in US urban areas stationary? Evidence from panel unit root tests
The chapter begins with a diagnostic analysis of the stationarity of the three variables (returns, inflation, and exchange rate) in the study.
A Study of the Effect of Inflation and Exchange Rate on Stock Market Returns in Ghana
Formal statistical tool for checking stationarity of the time series data is to go for Augumented Dickey Fuller (ADF) test it is used to know when to difference time series data to make it stationary.
FORECASTING CEMENT STOCK PRICES USING ARIMA MODEL: A CASE STUDY OF FLYING CEMENT INDUSTRY
At the end of the day, what the unit root wars taught us is that it is very difficult to say anything with much confidence about stationarity. We simply do not have enough data.
Model averaging and persistent disagreement
In order to find the relationship between historical and implied volatility, an examination of the level and stationarity of volatility over time becomes a prerequisite.
CAUSAL RELATIONSHIP BETWEEN FT-SE 100 STOCK INDEX FUTURES VOLATILITY AND FT-SE 100 INDEX OPTIONS IMPLIED VOLATILITY
Figure-2 shows the plot for the two variables as a visual support for our conclusion on stationarity. No lags were added to the Dickey-Fuller tests because the error terms for the auxiliary regressions for the test did not have serial correlation.
Road traffic crash related injured and fatal victims in Karachi from 2007 to 2014: A time-series analysis

Medical browser ?
Full browser ?