To test the stationarity of the series in time series analysis, the following test will be used :

A unit root test, such as the Dickey-Fuller or augmented Dickey-Fuller test, checks whether a time series is stationary; the null hypothesis is that the series has a unit root and is non-stationary. A random walk is itself an example of a non-stationary series, not a test. The Cochrane-Orcutt procedure corrects for autocorrelated errors, and the Durbin-Watson statistic detects autocorrelation in residuals.