public void DifferenceToStationarity() { int n = 100; // Generate white noise TimeSeries series = GenerateMA1TimeSeries(0.0, 0.1, 1.0, n); // Integrate it series.Integrate(0.0); //Assert.IsTrue(series.Count == n); // The result should be correlated TestResult result1 = series.LjungBoxTest(); Assert.IsTrue(result1.Probability < 0.01); // Difference to return to original values series.Difference(); //Assert.IsTrue(series.Count == (n - 1)); // The result should be correlated TestResult result2 = series.LjungBoxTest(); Assert.IsTrue(result2.Probability > 0.01); }