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