Checking of Time Series Stationarity
Liu Luo-man · Journal of Shenyang Normal University · 2010
Time series analyis first judges its stationarity,namely judges if its means and variance change when time changes.Usually,most time series are not stationary.We must transform nonstationarity to stationarity.We usually use first-order difference and second-order difference during the checking.Sometimes we need logarithm or square root transformation.The paper discusses different methods respectively for stationary checking from series data and model.There are four checking methods.We can consider these methods and practical background to judge time series stationarity.