independent and identically distributed Time series

Question

Take a time series $S_t = \left\{ {S_1 ,S_2 ,S_3 ,...,S_n } \right\}$, where $S_t$ are a sequence of numerical data points in successive order, occurring in uniform intervals of time "t". In this case, how can I verify analytically if $ \left\{ {S_1 ,S_2 ,S_3 ,...,S_n } \right\}$ are iid (independent and identically distributed) ?

Answer 1

If $(S_1,\ldots,S_n)$ is a single realization, you cannot infer much about the underlying distributions from which the $S_i$ came from.