结果:找到“数据一阶差分”相关内容16个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
求统计大神们解答!时间序列数据一阶差分平稳还需要二阶差分么?
2 个回复 - 8780 次查看
如题,取对数后一阶差分结果:
> dlx=diff(log(x))
> adf.test(dlx)
Augmented Dickey-Fuller Test
data: dlx
Dickey-Fuller = -3.592, Lag order = 3, p-value = 0.04158
alternative hypothesis: ...
2013-6-5 19:17 - 夏浅羽 - 爱问频道
【求助】数据一阶差分之后,还有单位根,怎么办?
5 个回复 - 6934 次查看
另,eviews里协整分析JJ法的滞后阶数怎么算啊?
Null Hypothesis: DIC has a unit root
Exogenous: None
Lag Length: 10 (Automatic based on AIC, MAXLAG=13)
t-Statistic Prob.*
...
2012-3-19 20:22 - whualan1989 - EViews专版