A stationarity requirement, defined as a constant mean, variance and autocorrelation through time, constrains parameters to a certain range. |
Testing for cointegration involves testing the residuals from an OLS regression for stationarity. |
The ADF, DF-GLS and NP test the null of unit root whereas the KPSS tests the null of stationarity. |
To test if a variable is stationary, a formal test of stationarity called the Augmented Dickey-Fuller test is commonly used. |
Each variable also displays 1 behavior since first-differencing of level data restores stationarity, as shown above. |
The composition stationarity test using the hymenopteran data was designed in a similar way, using just the 16S gene. |