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Automatic stationary transformation

Source: R/differencing.R
do_stationary.Rd

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

Usage

do_stationary(data, period)

Arguments

data

Series being differenced.

period

Period of the series.

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$X0.2.09.10.M), 12)
#> Error in .jcheck(): java.lang.NoClassDefFoundError: Could not initialize class jdplus.toolkit.base.protobuf.modelling.ModellingProtos$StationaryTransformation