Deciding If a Time Series is Stationary

Friday, June 28, 2024 10 a.m. to 11 a.m.

Join us as David A. Dickey, Professor Emeritus of Statistics from N.C. State University, presents "Deciding If a Time Series is Stationary."

Dickey is known for his work with Wayne A. Fuller on the "Dickey-Fuller test," used in many areas, especially economics. It is a standard topic in econometrics and time series texts and software.

The mathematical details behind the development of the test, which Dickey will attempt to minimize, are somewhat complex and well documented elsewhere. He will stick to an overview and talk about the state of computing back in the mid 1970s when this work was done. The talk will focus on examples and ideas. Dickey will review the ideas of hypothesis testing and simple linear regression, and the assumptions that a nonstationary time series violates.

Dickey was a founding faculty member in the N.C. State Institute for Advanced Analytics and held an associate appointment in agricultural economics. He was a faculty member in the financial math program. He served as an SAS software trainer for their advanced statistical courses, such as time series and mixed models, teaching statistical programming to researchers in government and industry. He has coauthored several texts, papers and training videos. He retired in 2020.

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Ivan Garibay


College of Engineering and Computer Science




UCF UCF Complex Systems Laboratory David A Dickey UCF Industrial Engineering and Management Systems Dickey Fuller test