Detecting stationarity in time series data

Stationarity is an important concept in time series analysis. For a concise (but thorough) introduction to the topic, and the reasons that make it important, take a look at my previous blog post on the topic. As such, the ability to determine if a time series is stationary is important. Rather than deciding between two strict options, this usually means being able to ascertain, with high probability, that a series is generated by a stationary process. In this brief post, I will cover several ways to do just that.