However, some areas of the American Southwest will likely become periodically more arid than the range of observations recorded over the last century [1,2], and thus the assumption of stationarity for forecasting future hydroclimatic variability is not justified [3]. (journals.plos.org)
A simple test for stationarity is to ensure that there is no major trend in the rolling volatility. (winton.com)
Cointegration is based on stationarity tests of residuals. (realclimate.org)