将非平稳转换为平稳 [英] Converting non-stationary to stationary

问题描述

我有一个数据，它不是静止的.我正在努力使它固定.我尝试了对数转换、BoxCox 转换、滞后(1、2 和 3)差异.不使用这些转换和差分.

I have one data it is not stationary. I'm trying to make it stationary. I tried log transformation, BoxCox transformation, lag(1, 2 and 3) differences. No use of these transformations and differencing.

我使用 adf test 在 R 中测试静态.谁能告诉有没有其他方法可以使它静止.

I used adf test to test stationary in R. Can anybody tell is there any other method to make it stationary.

数据:

6.668
5.591
4.734
3.493
3.235
3.968
2.64
2.885
3.045
3.579
5.463
5.458
5.758
5.931
5.731
6.799
9.568
9.11
6.571
8.528
15.11
13.956
16.46
19.599
27.281
39.928
56.284
67.565
106.399
104.229
100.686
141.755
164.447

推荐答案

你没有回复我的评论，所以要说明这一点，如果你尝试

You did not respond to my comment, so to make the point, if you try

> require(tseries)
> adf.test(diff(diff(log(data))))

然后你得到回应

        Augmented Dickey-Fuller Test

data:  diff(diff(log(data))) 
Dickey-Fuller = -5.1371, Lag order = 3, p-value = 0.01
alternative hypothesis: stationary 

Warning message:
In adf.test(diff(diff(log(data)))) : p-value smaller than printed p-value

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