在写本科毕业论文,ADF检验这有个小问题不是很懂。帮忙看看结果。各位谢谢了,原始数据ADF检验后不平稳,一阶差分后P值远远小于0.01 算是平稳么 影响我后续建模预测吗
原
adf.test(tongbi)
Augmented Dickey-Fuller Test
data: tongbi
Dickey-Fuller = -2.315, Lag order = 3, p-value = 0.4474
alternative hypothesis: stationary
一阶
adf.test(diff(tongbi))
Augmented Dickey-Fuller Test
data: diff(tongbi)
Dickey-Fuller = -4.6344, Lag order = 3, p-value = 0.01
alternative hypothesis: stationary
Warning message:
In adf.test(diff(tongbi)) : p-value smaller than printed p-value