i have below file as time series data http://r.789695.n4.nabble.com/file/n4494907/1A2X_B_phi_psi_pot_r_k.txt 1A2X_B_phi_psi_pot_r_k.txt i used autofit function from "itsmr" package>k<-read.table(file.choose()) > ar(k$V1)Call: ar(x = k$V1) Order selected 0 sigma^2 estimated as 0.2499> autofit(k$V1)Error in arima(x, c(p, 0, q)) : non-stationary AR part from CSS what is this CSS ?& hot to make it stationary -- View this message in context: http://r.789695.n4.nabble.com/how-to-make-this-time-series-data-stationary-tp4494907p4494907.html Sent from the R help mailing list archive at Nabble.com.
R. Michael Weylandt
2012-Mar-22 13:13 UTC
[R] how to make this time series data stationary ?
Please (!) go read a book on basic time series analysis instead of just posting a question each time you see a new word. Michael On Thu, Mar 22, 2012 at 4:56 AM, sagarnikam123 <sagarnikam123 at gmail.com> wrote:> i have below file as time series data > http://r.789695.n4.nabble.com/file/n4494907/1A2X_B_phi_psi_pot_r_k.txt > 1A2X_B_phi_psi_pot_r_k.txt > i used autofit function from "itsmr" package > >>k<-read.table(file.choose()) >> ar(k$V1) > Call: > ar(x = k$V1) > Order selected 0 ?sigma^2 estimated as ?0.2499 > >> autofit(k$V1) > Error in arima(x, c(p, 0, q)) : non-stationary AR part from CSS > > what is this CSS ?& hot to make it stationary > > -- > View this message in context: http://r.789695.n4.nabble.com/how-to-make-this-time-series-data-stationary-tp4494907p4494907.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.