关于用R座关于数据平稳性

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请问怎么进行平稳性检验   如果不平稳怎么把非平稳的处理成平稳的再白噪声检验

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关键词：平稳性 白噪声检验 平稳性检验 非平稳 白噪声

请问如何编程

Package ‘fUnitRoots’


## Time Series
# A time series which contains no unit-root:
x = rnorm(1000)
# A time series which contains a unit-root:
y = cumsum(c(0, x))
## adfTest -
adfTest(x)
adfTest(y)
## unitrootTest -
unitrootTest(x)
unitrootTest(y)

R package tseries

x <- rnorm(1000) # no unit-root
adf.test(x)
y <- diffinv(x) # contains a unit-root
adf.test(y)

Unit Root CADF Testing with R

Claudio Lupi

University of Molise

Abstract
This paper describes CADFtest, an R package for testing for the presence of a unit root in a time series using the covariate-augmented Dickey-Fuller (CADF) test proposed in Hansen (1995b). The procedures presented here are user friendly, allow fully automatic model specication, and allow computation of the asymptotic p values of the test.
Keywords: unit root, stationary covariates, asymptotic p values, R.

http://www.jstatsoft.org/v32/i02/paper