stationary

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standing still

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not capable of being moved

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References in periodicals archive ?
Having established that the variables achieved stationarity at first differencing, we then proceeded with the co-integration test, which is used to examine whether or not there exist long-run equilibrium relationship between the variables in question.
Thus, if it is thought that ([[beta].sub.1] - 1)[??], then it is sufficient to test the hypotheses: [H.sub.0]:[??] = 0 against [H.sub.1]: [??] < 0 to gauge the presence or absence of stationarity.
The implicit hypothesis concerning the real interest rate is also stationarity. With the no-Ponzi game condition, [GGTE.sub.t], and [GGR.sub.t] must be cointegrated variables of order one for their first differences to be stationary.
In Sweden (1850-2000), GLS, Phillips-Perron, ERS and two Ng-Perron tests (all with constant and trend) pointed to stationarity in series, while the remaining tests suggested unit root behaviour.
The results of KPSS unit root test with the null of stationarity show that the series are non-stationary in levels and in first differences, indicating that the aggregate US health-care inflation rate is persistent.
From the figure, it appears that there is an indication of stationarity of return rates.
Our results sound a note of caution about this pragmatic approach to the question of stationarity. Cochrane's advice is based on the perspective of what Hansen (2014) calls the "outside econometrician," meaning someone whose actions do not influence the system he is trying to learn about.
Generally, the models of historical volatility make simplified assumptions, such as the stationarity of the mean of returns, whereas, the mean changes over time.
All the models fitted in this analysis required checking for stationarity of the series; which was checked by performing Dickey-Fuller unit root tests.
(11) That is, we obtained very strong evidence of stationarity for the pre-1980s inequality series.
We begin by defining stationarity and later we introduce the notion of cointegration and error- correction models.
The results of unit root and stationarity tests show that public debt and deficit variables are non-stationary at levels, but stationary in first-differences form, or I(1).
The study uses descriptive statistics, ADF and PP test, Hurst exponent co-integration model, and figures to investigate the normality, stationarity, long memory features, and long-term relationship stability of sample currencies against USD.
In reality, full-scale ABL wind fields lack stationarity as compared with those simulated in the wind tunnel [2], and the speed and the direction of the realistic ABL winds are sometimes found unsteady [3].