How to Test for Stationarity in Time Series Data Using Python

Juan D'Amico
7 min readAug 16, 2023

Time series data, which consists of observations collected sequentially over time, is widely used in various fields such as economics, finance, and environmental science. One important assumption for many time series analysis techniques is stationarity. A stationary time series exhibits consistent statistical properties over time, making it easier to model and analyze. In this article, we will explore how to test for stationarity in time series data using Python. Also, I will show you how to make your series stationary in case that it’s not. At the…

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Juan D'Amico

Economist. Interested in macroeconomics, applied time series and forecasting. Follow me for articles about EViews, Stata, Python and Dynare - YT: JDEConomics