How to interpret the results of mean and variance to determine the stationarity of time series

After breaking the series into 3 parts and then compute mean and variance for each part. I need to understand what is the acceptable difference between the 3 parts to say this series is stationary?

This is the output for 2 series:

Series1:

mean1= 19.079044     mean2= 21.812044    mean3= 18.575845
variance1= 1.437688  variance2= 1.151551     variance3= 0.547118


Series2:

mean1= 0.207178  mean2= 0.146585     mean3= -0.333707
variance1= 0.999076  variance2= 0.950360     variance3= 0.974912


I think that the first series is stationary because the difference between the mean is very little, but what about the second series?

This is my code:

data = pd.read_csv("C://r3800.txt")
values = data.values
# getting the count to split the dataset into 3
parts = int(len(values)/3)
# splitting the data into three parts
part_1, part_2, part_3 = values[0:parts], values[parts:(
parts*2)], values[(parts*2):(parts*3)]
# calculating the mean of the separated three
# parts of data individually.
mean_1, mean_2, mean_3 = part_1.mean(), part_2.mean(), part_3.mean()
# calculating the variance of the separated
# three parts of data individually.
var_1, var_2, var_3 = part_1.var(), part_2.var(), part_3.var()
# printing the mean of three groups
print('mean1= %f\t mean2= %f\t mean3= %f \t' % (mean_1, mean_2, mean_3))
# printing the variance of three groups
print('variance1= %f\t variance2= %f \t variance3= %f' % (var_1, var_2, var_3))

• On what basis did you split the series? How long is each part of each series?
– whuber
Aug 30, 2022 at 18:49
• I will share the code
– ayla
Aug 30, 2022 at 18:50
• Wouldn't it suffice to say you're splitting them into thirds, with a little overlap at the splits? Again, how long are these series? That's a crucial piece of information.
– whuber
Aug 30, 2022 at 18:56
• The length is 3800 values
– ayla
Aug 30, 2022 at 18:58
• That indicates the variances are tiny indeed. But a decision ultimately has to rest on how autocorrelated these series are, too.
– whuber
Aug 30, 2022 at 19:01