Stationarity Test

1. Assumptions

 

 

 

2. Procedures

1) Divide the sample record into N equal time interval.

2) Compute a mean value and mean square value for each interval,

3) Perform Run and Trend Tests

Next

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Static drift data

 

x;    x2


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Pure sway data

 

x;    x2

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