<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "A Test for Non-Stationarity of Time-Series"^^ . "We consider the problem of testing a given time-series for stationarity. The approach is based on evolutionary spectral analysis, and the proposed method consists essentially in testing the \"homogeneity\" of a set of evolutionary spectra evaluated at different instants of time. Using a logarithmic transformation, we show that the mechanics of the test are formally equivalent to a two-factor analysis of variance procedure when the residual variance is known, a priori. In addition to testing stationarity, the analysis provides also a method for testing whether the observed series fits a \"uniformly modulated\" model, and a test for \"randomness\" (constancy of spectra)."^^ . "1969" . "31" . "1" . . "Wiley for the Royal Statistical Society"^^ . . . "Journal of the Royal Statistical Society. Series B (Methodological)"^^ . . . "00359246" . . . . . . . . "M. B."^^ . "Priestley"^^ . "M. B. Priestley"^^ . . "T."^^ . "Subba Rao"^^ . "T. Subba Rao"^^ . . "University of Manchester, Institute of Science and Technology"^^ . . . "University of Manchester, Institute of Science and Technology"^^ . . . . . . "HTML Summary of #1885 \n\nA Test for Non-Stationarity of Time-Series\n\n" . "text/html" . . . "Stationarity testing" . .