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

[smoratti at psi.ucm.es]

Dear Weina,

That happened to me as well and occurs also in the example of the manual. You could lower the p value of the ADF test and see if it goes in the same direction as the KPSS test. I think the KPSS is correct and less stringent.

Best,

Stephan

El 06/11/2011, a las 07:54, 李卫娜 escribió:

> 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
>>  
>> _______________________________________________
>> fieldtrip mailing list
>> fieldtrip at donders.ru.nl
>> http://mailman.science.ru.nl/mailman/listinfo/fieldtrip
> 
> 
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