Sentences with word «stationarity»

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].

A simple test for stationarity is to ensure that there is no major trend in the rolling volatility.

Cointegration is based on stationarity tests of residuals.

In the terms of another historian of mathematics, Salomon Bochner, there is simply an immense gap between modern «analytical variability» and «Greek stationarity.»

These observations further challenge assumptions of climate stationarity and offer new awareness of climate risks for ensuring sustainable water and land management in the Southwest.

And reason to argue against stationarity.

Luo, D., Yao, Y., Dai, A., Simmonds, I. & Zhong, L. Increased quasi stationarity and persistence of winter Ural blocking and Eurasian extreme cold events in response to Arctic warming.

Perhaps much of your nonsense is rooted in the fact that you have confused «stationary» with having a «unit root» (which is what the Dickey - Fuller test is for, not for stationarity).

One can try to deal with stationarity by correcting for autocorrelation, but as far as I know one can not tell definitely whether this actually removes the non-stationarity.

In other words using alternative bar types, the return series will better approximate normality / stationarity which will make our research and conclusions more robust.

Both the linearity and stationarity assumptions may be checked using the training and validation periods of the instrumental record.

As many of you are aware financial time series violate pretty much all the rules of stationarity and yet many researchers,

Most qfin researchers utilize statistical techniques that require varying degrees of stationarity.

As many of you are aware financial time series violate pretty much all the rules of stationarity and yet many researchers, including me, have applied or will apply techniques when not appropriate thereby calling into question many of the resulting conclusions.

Stationarity tests, the white noise test, and the Dickey - Fuller test for unit roots were performed as well as examination of autocorrelation function and partial autocorrelation function plots17 to help identify appropriately parameterized models for MAR, ED, and lunch participation time series.

There are many tests for stationarity; the most basic is the Dickey - Fuller test, and it shows that temperature is not stationary [it is I (1)-RSB-.

Stationarity is indeed a problem (see my 115 above).

The uncertainties you mention pertain to stationarity of temperature time series, not to cointegration.

As I said, it is very risky to assume stationarity, since in levels one can not know whether the results are spurious.