  Two phase transitions in the tetragonal strongly correlated electron system
CeNiAsO were probed by neutron scattering and zero field muon spin rotation.
For $T <T_{N1}$ = 8.7(3) K, a second order phase transition yields an
incommensurate spin density wave with wave vector $\textbf{k} = (0.44(4), 0,
0)$. For $T < T_{N2}$ = 7.6(3) K, we find co-planar commensurate order with a
moment of $0.37(5)~\mu_B$, reduced to $30 \%$ of the saturation moment of the
$|\pm\frac{1}{2}\rangle$ Kramers doublet ground state, which we establish by
inelastic neutron scattering. Muon spin rotation in $\rm CeNiAs_{1-x}P_xO$
shows the commensurate order only exists for x $\le$ 0.1 so the transition at
$x_c$ = 0.4(1) is from an incommensurate longitudinal spin density wave to a
paramagnetic Fermi liquid.
