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Stationarity Test 1.0.0

This is a stationarity test, it tests whether a given moment is constant during the time series (null hypothesis). The Wald Wolfowitz nonparametric fitness test is applied to time series. The test uses the "overall moment" of a time series as a constant fitness function for the moment computed over a set of subsample of the same time series. If the null is not rejected, the subsample moments are constant.
This is a companion discussion topic for the original entry at https://www.comses.net/codebases/2280/releases/1.0.0/