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Test for non-stationary time series?
From: |
Peter Gawthrop |
Subject: |
Test for non-stationary time series? |
Date: |
Tue, 17 Jan 2006 10:11:11 +0000 (GMT) |
Does octave/octave forge have a function for testing whether a time
series is stationary or non-stationary?
Thanks,
Peter.
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| Professor Peter J Gawthrop | Tel: +44 141 330 4960/2528 |
| Senior Research Fellow | Fax: +44 141 330 4343 |
| Centre for Systems and Control & | Room: James Watt 653 |
| Dept. of Mechanical Engineering | Email: address@hidden |
| University of Glasgow | URL: www.mech.gla.ac.uk/~peterg |
| GLASGOW G12 8QQ, Scotland, UK | |
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