Accession Number : AD0619270

Title :   STATISTICAL TESTS FOR STATIONARITY WITHIN THE FRAMEWORK OF HARMONIZABLE PROCESSES.

Descriptive Note : Research rept.,

Corporate Author : ROCKETDYNE CANOGA PARK CALIF

Personal Author(s) : Goodman,N. R.

Report Date : 02 AUG 1965

Pagination or Media Count : 42

Abstract : Time series are viewed within the framework of harmonizable processes and certain of their properties described under the hypothesis of stationarity. Corresponding statistics obtained from a sample of the time series are derived which provide a basis for testing the stationarity hypothesis. The distributions of these statistics are given and descriptions of the types of nonstationary that cause these tests to fail are presented. (Author)

Descriptors :   (*STATISTICAL TESTS, SERIES(MATHEMATICS)), (*SERIES(MATHEMATICS), TIME), STATISTICAL ANALYSIS, STOCHASTIC PROCESSES, HARMONIC ANALYSIS

Distribution Statement : APPROVED FOR PUBLIC RELEASE