如何使用 R 實現此類時間序列的平穩性？

Question

這在我看來有一個指數趨勢，但我不完全確定如何解決這個問題。

Answer 1

使用預測 package：

library(forecast)
no_diffs_to_stationary = ndiffs(df$px)
df$stationary_series <- c(rep(NA, no_diffs_to_stationary),
                          diff(df$px, no_diffs_to_stationary))
mean(df$stationary_series, na.rm = TRUE)
sd(df$stationary_series, na.rm = TRUE)

數據：

x <- seq(0, 20, length.out=1000)
df <- data.frame(x = x, px = dexp(x, rate=0.65))