A test of stationarity to check, if statistical properties do not change with time. Stationarity in a strict sense is the strongest form of stationarity. It means that the joint statistical distribution of any collection of the time series variates never depends on time, the mean, variance and any moment of any variate is the same whichever variate. The second order stationarity is often consider for normal use. In this case a constant mean, a constant variance, and an autocovariance that does not depend on time. To check if a time series is stationary in second order mean a Priestley-Subba Rao (PSR) Test is used. https://tcs.ah-epos.eu/#apps:PSRTest |