如何使序列保持不变
如何使序列保持不变
提问于 2019-03-26 18:04:00
我有一个系列，如下所示：
dat <- c(9, 8, 10, 10, 11, 12, 16, 20, 18, 18, 21, 22, 25, 14)如果你能分享如何让这个系列固定下来，那将是一个很大的帮助。我已经尝试了diff和log转换，但是到目前为止还没有任何帮助。增强的Dickey-Fuller测试仍然是微不足道的。
Stack Overflow用户
发布于 2019-03-30 21:06:06
例如，您可以通过将CoxBox与diff相结合来使数据固定，如下所示：
# getting package for CoxBox transformations
library(RxODE)
# setting up your data
dat <- c(9, 8, 10, 10, 11, 12, 16, 20, 18, 18, 21, 22, 25, 14)
# checking the stationarity
adf.test(diff(coxBox(dat, lambda=5)))
# Augmented Dickey-Fuller Test
# data: diff(coxBox(dat, lambda = 5))
# Dickey-Fuller = -3.8838, Lag order = 2, p-value = 0.02973
# alternative hypothesis: stationary
adf.test(diff(coxBox(dat, lambda=4)))
# Augmented Dickey-Fuller Test
# data: diff(coxBox(dat, lambda = 4))
# Dickey-Fuller = -3.7048, Lag order = 2, p-value = 0.04251
# alternative hypothesis: stationary
adf.test(diff(coxBox(dat, lambda=-3)))
# Augmented Dickey-Fuller Test
# data: diff(coxBox(dat, lambda = -3))
# Dickey-Fuller = -4.2585, Lag order = 2, p-value = 0.01424
# alternative hypothesis: stationary盒-考克斯的逆可以像this一样做：
library(bimixt)
dat <- c(9, 8, 10, 10, 11, 12, 16, 20, 18, 18, 21, 22, 25, 14) # Original data
dat_cb <- coxBox(dat, lambda=3) # data after Cox Box transformation with lambda=3
dat_inv_cb <- boxcox.inv(dat_cb, lambda=3) # data after INVERSE Cox Box transformation with lambda=3
dat_inv_cb
# [1] 9 8 10 10 11 12 16 20 18 18 21 22 25 14页面原文内容由Stack Overflow提供。腾讯云小微IT领域专用引擎提供翻译支持
原文链接：
https://stackoverflow.com/questions/55354374
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