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 ?
Since all variables are found to be non-stationary in level form (all have a unit root), their first difference should be tested next for stationarity.
Therefore, the aforementioned issue of stationarity becomes important when applying non-linear techniques such as CE.
A univariate analysis of each variable is carried out to check the stationarity properties of the data.
Non-stationary time series with obvious trend violate the classical regression assumption of stationarity, but it has been found that regressions with such data exhibit the desirable property of superconsistency, that is coefficient estimates converge to their true population values more rapidly than for regressions with stationary data (Banerjee et al.
Nonparametric test and test of stationarity for mean altitude and mean annual air temperature with regard to TBE, Slovakia, 1980-2004 * Test values p value Data Rs ([dagger]) Mean annual air 0.
8) SAS reverses these hypotheses in its ADF stationarity testing.
When stationarity and unit root tests provide conflicting inferences, it has become common practice to ask whether a series is well described by a fractionally integrated process that might mimic the behavior of both a long-memory and a short-memory variable.
We also show what would happen if a researcher were to ignore the break stationarity of these series.
Once the order of stationarity has been established, one can move to a panel cointegration approach, developed by Pedroni (1999).
This necessitates the empirical analysis to be performed in three steps: First, the stationarity test; second, the Cointegration test; third, the Granger causality test.
1992, KPSS) developed a test with stationarity as the null hypothesis.
Thus, it can be presumed that the time-scale variation indicator exhibits some stationarity properties.