什么是序列平稳性,为什么第一个序列不平稳但第三个平稳?
我用R做三个序列,看平稳性:

1.

a<-1:100

adf.test(a)

显然是个不平稳的序列:

Augmented Dickey-Fuller Test

data: a

Dickey-Fuller = 1.7321, Lag order = 4, p-value = 0.99

alternative hypothesis: stationary

Warning message:

In adf.test(a) : p-value greater than printed p-value

2.

b<-rnorm(100)

adf.test(b)

这是个平稳序列

Augmented Dickey-Fuller Test

data: b

Dickey-Fuller = -4.8661, Lag order = 4, p-value = 0.01

alternative hypothesis: stationary

Warning message:

In adf.test(b) : p-value smaller than printed p-value

3.

c<-a+b

adf.test(c)

没想到c这个浓眉大眼的家伙也是平稳序列

Augmented Dickey-Fuller Test

data: c

Dickey-Fuller = -4.8661, Lag order = 4, p-value = 0.01

alternative hypothesis: stationary

Warning message:

In adf.test(c) : p-value smaller than printed p-value

为什么c也是平稳序列,到底什么是平稳序列?

请大神救救我吧!