adf.test(dnhtemp) ## Warning in adf.test(dnhtemp): p-value smaller than printed p-value ## ## Augmented Dickey-Fuller Test ## ## data: dnhtemp ## Dickey-Fuller = -4.6366, Lag order = 3, p-value = 0.01 ## alternative hypothesis: stationary par(mfrow=c(1,2)) acf(dnhtemp) ##...
p-value smaller than printed p-value 2: In adfTest(x, lag = i, type = "c", title = "7级以上地震发生次数单位根检验") : p-value smaller than printed p-value > for(i in 0:3) print( + adfTest(x, + lag=i, + type="ct", + title = "7级以上地震发生次数单位根检验")) Titl...
In adf.test(data$AQI) : p-value smaller than printed p-value 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 4.ACF和PACF概念 其中ACF表示自相关系数,PACF表示偏自相关系数 。,ACF值满足平稳的必要条件|a1|<1,从而说明时间序列数据是平稳的。PACF是判定AR模型阶数的,也就是p。ACF是判断MA阶数的,也就是...
p-value = 0.01 #说明序列是不平稳的 Warning message: In kpss.test(ts_training) : p-value smaller than printed p-value #把序列变平稳,用差分的方法处理 > ts_training_diff <- diff(ts_training) > head(ts_training_diff) [1] 0.89 0.19 1.06 0.57 -0.13 -1.61 #再次看序列是否平稳 > kpss.t...
## Warning in adf.test(z): p-value smaller than printed p-value ## ## Augmented Dickey-Fuller Test ## ## data: z ## Dickey-Fuller = -28.804, Lag order = 16, p-value = 0.01 ## alternative hypothesis: stationary ##由于p值大于0.05,因此我们接受原假设认为该数列平稳 ##从上面的自相关...
(yield): p-value smaller than printed p-value ## ## Phillips-Perron Unit Root Test ## ## data: yield ## Dickey-Fuller Z(alpha) = -2511.3, Truncation lag parameter = 9, ## p-value = 0.01 ## alternative hypothesis: stationary ## ## ## ARCH LM-test; Null hypothesis: no ARCH ...
R语言在时间序列中的应用要点
Dickey-Fuller = -10.417, Lag order = 12, p-value = 0.01 alternative hypothesis: stationary Warning message: In adf.test(bt) : p-value smaller than printed p-value > adf.test(st)#上海单位根检验 Augmented Dickey-Fuller Test data: st Dickey-Fuller = -5.6122, Lag order = 11, p-value ...
结 果如下:augmented dickey-fuller testdata: ddickey-fuller = -4.8992, lag order = 3, p-value = 0.01alternative hypothesis: stationarywarning message:in adf.test(d) : p-value smaller than printed p-value从上可以看出,p值等于0.01,远远小于0.05,因此拒绝原假设。所以可以认定1阶差分后的序列基本...
结果如下: Augmented Dickey-Fuller Test data: d Dickey-Fuller = -4.8992, Lag order = 3, p-value = 0.01 alternative hypothesis: stationary Warning message: In adf.test(d) : p-value smaller than printed p-value 从上可以看出,p值等于0.01,远远小于0.05,因此拒绝原假设。所以可以认定1阶差分后的...