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!