do.stationary: Automatic stationary transformation
In palatej/rjd3modelling: Time Series Modelling Functions with 'JDemetra+ 3.0'
do.stationary R Documentation
Automatic stationary transformation
Description
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
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
palatej/rjd3modelling documentation built on Jan. 3, 2023, 10:19 p.m.
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| do.stationary | R Documentation |
Automatic stationary transformation
Description
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
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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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