TY  - JOUR
ID  - epos1885
UR  - http://www.jstor.org/stable/2984336
IS  - 1
A1  - Priestley, M. B.
A1  - Subba Rao, T.
N2  - 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).
VL  - 31
TI  - A Test for Non-Stationarity of Time-Series
AV  - none
EP  - 149
Y1  - 1969///
PB  - Wiley for the Royal Statistical Society
JF  - Journal of the Royal Statistical Society. Series B (Methodological)
KW  - Analysis of variance
KW  -  Spectral energy distribution
KW  -  Stationary processes
KW  -  Statism
KW  -  Spectral methods
KW  -  Signal bandwidth
KW  -  Spectroscopy
KW  -  Randomness
KW  -  Continuous spectra
KW  -  Mathematical independent variables
SN  - 0035-9246
SP  - 140
ER  -