[FieldTrip] Is there a function for testing time series stationary or not?

[李卫娜]

Dear Stephan,
 
    Thanks for your help. I've tried the toolbox, and test my data using both Augmented Dickey Fuller (ADF) and KPSS method, but the results are inconsistent.  ADF'result is the data is  not stationary, but KPSS'result is stationary. Have you met problem as this?
 
 
Best,
 
Weina
 
 
--- 11年10月31日，周一, smoratti at psi.ucm.es <smoratti at psi.ucm.es> 写道：


发件人: smoratti at psi.ucm.es <smoratti at psi.ucm.es>
主题: Re: [FieldTrip] Is there a function for testing time series stationary or not?
收件人: "Email discussion list for the FieldTrip project" <fieldtrip at donders.ru.nl>
日期: 2011年10月31日,周一,下午10:21



Dear Weina,


Try this toolbox: http://www.informatics.sussex.ac.uk/users/anils/aks_code.htm


There several easy to use tests for covariance stationarity.


Best,


Stephan



El 31/10/2011, a las 14:15, 李卫娜 escribió:






Dear all,
 
Is anybody knows wether there is a function in fieldtrip for testing the data epochs' stationeriness, since estimating AR models in causality connectivity analysis requiered that data should be stationary.
 
Best regards.
 
 
Weina
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