Approximate chi-square distribution is used to analyze the stationarity characteristics of time series in Box-Pierce Q test, whose parameter selection of statistical magnitude affects the test results. This paper extracts a kind of stationary characteristic based on multiple Q values and establish a new judging criterion, which is a sufficient condition for autocorrelation function sequence convergence. Furthermore, the paper uses Euclidean function as a similarity measure for the stationary characteristics, and falls back on K-means clustering to establish stationarity classification method, ...
