Stationarity Trainer

Practice identifying stationary, non-stationary, and trend-stationary time series
Keyboard: G generate S stationary N non-stationary T trend-stationary
Difficulty
Evidence checklist (Lecture 2)
EvidenceSNS
Visual inspection
ACF decay pattern
ADF test vs. critical values
Variance ratio
Suspect a trend?
Your answer:
Session:
0 / 0 (--)
Advanced options
Levels yt
First differences Δyt
ACF (levels)
ACF (first differences)
PACF (levels)
PACF (first differences)
ADF test (intercept only)
Variance ratio (Mills rule of thumb)
Truth (revealed after answer)
(answer to reveal)
All computation runs client-side. ADF critical values from MacKinnon (2010). Variance ratio threshold from Dr. Jeff Mills. Results may differ slightly from R due to finite precision.