Stationary transformation of a series by simple differencing of lag 1. Automatic processing (identification of the order of the differencing) based on auto-correlations and on mean correction. The series should not be seasonal. Source: Tramo
Value
Stationary transformation
ddata: data after differencing
mean: mean correction
differences:
lag: ddata(t)=data(t)-data(t-lag)
order: order of the differencing
Examples
do_stationary(log(ABS$X0.2.09.10.M),12)
#> $ddata
#> Jan Feb Mar Apr May
#> 1982 8.589544e-02
#> 1983 -8.548262e-01 -5.624899e-03 2.198413e-01 6.173893e-02 1.174610e-02
#> 1984 -8.456800e-01 -2.937717e-03 1.540018e-01 2.894483e-03 2.020882e-01
#> 1985 -7.021662e-01 -1.343556e-01 1.476778e-01 1.088404e-01 1.728369e-01
#> 1986 -7.355477e-01 -1.789394e-01 1.326954e-01 7.974912e-02 2.323647e-01
#> 1987 -8.036553e-01 -1.816217e-01 1.536420e-01 1.141602e-01 5.504917e-02
#> 1988 -8.414097e-01 -1.378449e-01 2.049232e-01 5.151099e-02 3.201427e-02
#> 1989 -9.131883e-01 -1.370052e-01 2.618580e-01 -3.267081e-02 8.951316e-02
#> 1990 -8.414618e-01 -1.482365e-01 2.125350e-01 2.106877e-02 8.917066e-02
#> 1991 -8.144097e-01 -1.401948e-01 1.709517e-01 3.707551e-02 9.912902e-02
#> 1992 -7.737515e-01 -1.079660e-01 4.962607e-02 1.674348e-01 5.276338e-02
#> 1993 -7.754534e-01 -1.723884e-01 1.569249e-01 1.062546e-01 7.301114e-02
#> 1994 -8.326730e-01 -1.178943e-01 2.097922e-01 9.884537e-03 8.531726e-02
#> 1995 -8.844044e-01 -9.996089e-02 1.702968e-01 1.080693e-01 2.067466e-02
#> 1996 -8.041269e-01 -1.248854e-01 9.432145e-02 9.509149e-02 7.034322e-02
#> 1997 -7.841982e-01 -1.474515e-01 1.625557e-01 -1.288368e-02 1.560272e-01
#> 1998 -7.195690e-01 -2.499304e-01 1.364199e-01 1.621091e-01 -2.352247e-03
#> 1999 -7.431281e-01 -2.459749e-01 1.990030e-01 5.142541e-02 5.661295e-02
#> 2000 -8.078803e-01 -1.497818e-01 1.196891e-01 1.251962e-01 2.412303e-02
#> 2001 -8.091351e-01 -1.790110e-01 2.199514e-01 1.864722e-02 7.554230e-02
#> 2002 -7.944970e-01 -2.026613e-01 2.131965e-01 2.718067e-02 9.965431e-02
#> 2003 -7.573342e-01 -2.019341e-01 1.910015e-01 1.097091e-01 9.498467e-03
#> 2004 -7.199878e-01 -1.806768e-01 1.312529e-01 1.186808e-01 4.721874e-05
#> 2005 -6.988868e-01 -1.860133e-01 2.239030e-01 -1.224606e-01 8.901002e-02
#> 2006 -7.559856e-01 -1.425063e-01 1.466025e-01 1.105472e-01 -6.439699e-02
#> 2007 -7.253383e-01 -1.934150e-01 2.379970e-01 -2.447428e-02 4.441009e-02
#> 2008 -6.780652e-01 -2.058881e-01 1.674410e-01 3.022233e-02 1.493518e-02
#> 2009 -6.901085e-01 -3.196521e-01 2.695595e-01 8.198708e-02 4.346749e-03
#> 2010 -6.456732e-01 -2.810350e-01 2.134854e-01 4.621540e-03 2.417126e-02
#> 2011 -6.694966e-01 -2.367933e-01 1.652938e-01 1.057311e-01 -4.667561e-02
#> 2012 -6.976922e-01 -1.879822e-01 1.733356e-01 2.819954e-02 4.368888e-02
#> 2013 -6.806421e-01 -2.294707e-01 2.244885e-01 -4.499938e-02 7.150862e-02
#> 2014 -6.328542e-01 -3.118274e-01 1.917835e-01 1.070799e-01 -2.424482e-02
#> 2015 -6.304838e-01 -3.361310e-01 2.579068e-01 5.094955e-02 -1.186011e-02
#> 2016 -6.536609e-01 -2.758465e-01 2.253494e-01 -2.799855e-03 -3.351660e-03
#> 2017 -6.932897e-01 -2.707032e-01 2.241973e-01 1.029344e-01 -4.965736e-02
#> Jun Jul Aug Sep Oct
#> 1982 -1.268759e-01 3.143872e-02 -4.859164e-02 5.666538e-02 -2.947811e-02
#> 1983 -1.016115e-01 1.022347e-02 -2.425867e-02 4.963425e-02 2.916590e-03
#> 1984 -1.804711e-01 7.998259e-02 -7.891594e-02 3.535857e-02 6.019254e-02
#> 1985 -2.228182e-01 6.798423e-02 -3.671161e-02 -3.632728e-02 1.210141e-01
#> 1986 -3.085785e-01 1.785402e-01 -1.346091e-01 1.277363e-01 3.119078e-03
#> 1987 -6.531458e-02 7.002140e-02 -1.833630e-01 1.086566e-01 5.083657e-02
#> 1988 -2.816087e-02 -5.725381e-02 -5.132596e-02 1.030127e-01 6.217041e-03
#> 1989 2.526871e-02 -9.737133e-02 9.637394e-03 4.358102e-02 -1.066947e-02
#> 1990 1.805635e-02 -1.610810e-01 6.438591e-02 -2.684840e-02 5.712897e-02
#> 1991 -1.057787e-01 5.932635e-02 -3.325845e-02 -4.069002e-02 1.441727e-01
#> 1992 -6.419028e-02 -4.929823e-02 -8.796844e-02 1.223663e-01 9.365296e-02
#> 1993 -2.419895e-02 -1.420764e-01 -5.952987e-02 1.452641e-01 4.629538e-02
#> 1994 2.597966e-03 -1.557480e-01 1.765030e-02 1.022791e-01 4.981832e-02
#> 1995 -2.470270e-02 -3.177375e-02 -1.009286e-02 -2.221676e-02 6.936579e-02
#> 1996 -6.039608e-02 -3.115899e-03 -2.371496e-02 -6.656644e-02 1.108262e-01
#> 1997 -1.833304e-01 1.543075e-01 -1.522562e-01 1.138380e-01 3.700700e-02
#> 1998 -1.354273e-01 2.021995e-01 -1.832622e-01 7.440779e-02 8.113491e-02
#> 1999 -1.251952e-01 1.622136e-01 -1.614383e-01 1.057583e-01 3.801941e-02
#> 2000 9.971661e-02 -3.072427e-01 1.583398e-01 4.154829e-02 1.241554e-02
#> 2001 -9.430909e-02 6.898682e-02 -1.361944e-01 4.806405e-02 1.087132e-01
#> 2002 -4.350826e-02 -6.314010e-02 -1.160742e-02 -7.911594e-03 1.309581e-01
#> 2003 -1.808860e-03 -4.866380e-02 -7.326275e-02 8.196461e-02 9.139706e-02
#> 2004 7.550036e-02 -6.061297e-02 -1.150828e-01 1.193193e-01 2.773903e-02
#> 2005 1.375611e-01 -1.221915e-01 -6.597635e-02 5.148582e-02 2.578511e-02
#> 2006 1.173942e-01 -1.442308e-02 -1.329965e-01 -1.880845e-02 9.552837e-02
#> 2007 8.609931e-02 -2.222711e-02 -1.082490e-01 2.587391e-02 6.005832e-02
#> 2008 -1.627210e-02 1.188097e-01 -2.235785e-01 8.426036e-02 4.629009e-02
#> 2009 -1.497246e-02 4.326767e-02 -1.601883e-01 4.015709e-02 8.921812e-02
#> 2010 8.098794e-02 1.644448e-02 -1.798554e-01 6.895155e-02 2.726733e-02
#> 2011 4.128950e-02 3.789098e-02 -1.720040e-01 3.710728e-02 4.045411e-02
#> 2012 1.014352e-01 -1.296084e-01 -4.875456e-02 3.999150e-03 5.078811e-02
#> 2013 6.167567e-02 -1.028127e-01 -4.161276e-02 1.401023e-02 7.119541e-02
#> 2014 3.221092e-02 2.454416e-02 -1.824886e-01 7.588089e-02 8.387387e-02
#> 2015 3.342975e-02 3.726133e-02 -1.482155e-01 4.748184e-02 1.097172e-01
#> 2016 9.375119e-02 -8.591321e-02 -1.288997e-01 7.170233e-02 6.945638e-02
#> 2017 6.721665e-02 -7.688938e-02 -1.061646e-01
#> Nov Dec
#> 1982 1.417053e-01 5.285891e-01
#> 1983 1.561305e-01 5.249717e-01
#> 1984 1.105653e-01 5.090761e-01
#> 1985 8.754692e-02 5.302213e-01
#> 1986 4.922101e-02 6.662114e-01
#> 1987 4.451330e-02 6.728397e-01
#> 1988 1.738862e-01 5.875376e-01
#> 1989 2.037030e-01 5.274977e-01
#> 1990 1.666210e-01 5.151748e-01
#> 1991 9.310894e-02 5.246236e-01
#> 1992 6.822772e-02 5.307688e-01
#> 1993 8.710851e-02 5.647896e-01
#> 1994 6.558124e-02 5.946067e-01
#> 1995 1.455001e-01 5.513889e-01
#> 1996 1.445862e-01 5.275636e-01
#> 1997 1.264462e-01 5.228071e-01
#> 1998 1.054770e-01 5.494588e-01
#> 1999 1.430762e-01 5.365964e-01
#> 2000 1.385569e-01 5.666775e-01
#> 2001 1.698040e-01 5.208589e-01
#> 2002 2.079611e-01 4.449040e-01
#> 2003 1.469624e-01 4.589557e-01
#> 2004 1.209480e-01 4.845181e-01
#> 2005 1.562065e-01 4.960906e-01
#> 2006 1.859092e-01 4.728551e-01
#> 2007 1.559701e-01 4.845689e-01
#> 2008 1.406776e-01 5.411005e-01
#> 2009 1.213996e-01 4.734834e-01
#> 2010 1.496160e-01 4.761596e-01
#> 2011 1.645385e-01 4.952118e-01
#> 2012 1.456563e-01 4.957862e-01
#> 2013 1.290152e-01 4.880318e-01
#> 2014 1.297480e-01 4.882849e-01
#> 2015 9.723891e-02 5.185237e-01
#> 2016 1.151645e-01 5.236540e-01
#> 2017
#>
#> $mean
#> [1] TRUE
#>
#> $differences
#> [,1]
#> lag 1
#> order 1
#>