  The reactor antineutrino anomaly might be explained by the oscillation of
reactor antineutrinos toward a sterile neutrino of eV mass. In order to explore
this hypothesis, the STEREO experiment measures the antineutrino energy
spectrum in six different detector cells covering baselines between 9 and 11 m
from the compact core of the ILL research reactor. In this Letter, results from
66 days of reactor turned on and 138 days of reactor turned off are reported. A
novel method to extract the antineutrino rates has been developed based on the
distribution of the pulse shape discrimination parameter. The test of a new
oscillation toward a sterile neutrino is performed by comparing ratios of
cells, independent of absolute normalization and of the prediction of the
reactor spectrum. The results are found to be compatible with the null
oscillation hypothesis and the best fit of the reactor antineutrino anomaly is
excluded at 97.5\% C.L.
