TABLE 4.
Regime | White noise | Prevalence | Stationarity | ||
---|---|---|---|---|---|
Flatness score | Ljung–Box test P value | ADF P value | KPSS P value | ||
White noise | ≥0.4 | >0.05 | <0.1 | <0.05 | >0.05 |
Rare | <0.4 | <0.05 | <0.1 | >0.05 | <0.05 |
Stable prevalent | <0.4 | <0.05 | >0.9 | <0.05 | >0.05 |
Unstable prevalent | <0.4 | <0.05 | >0.9 | >0.05 | <0.05 |
Stable temporal | <0.4 | <0.05 | (0.1–0.9) | <0.05 | >0.05 |
Unstable temporal | < 0.4 | <0.05 | (0.1– 0.9) | >0.05 | <0.05 |