我已经下载了一些关于通货膨胀的原始数据,该数据在描述中表示尚未经过季节性调整。因此,我认为存在一些季节性。我没有检查这是否确实如此。检查季节性存在的时间序列的常用方法是什么?
尽管如此,我仍然尝试应用该程序,但前后结果完全相同;一切都没有改变。
代码:
if (!require("tis")) {install.packages("tis"); library('tis')} # Load time series library
if (!require("seasonal")) {install.packages("seasonal"); library('seasonal')}
inflation.start <- c(1960,1)
inflation.end <- c(2018,1)
inflation.raw <- "rawData/germany_inflation.csv"
inflation.table <- read.table(inflation.raw, skip = 1, header = F, sep = ',', stringsAsFactors = F)
inflation.ger <- ts(inflation.table[,2], start = inflation.start, frequency = 4)
# ts.plot(inflation.ger)
inflation.seasadj <- final(seas(as.ts(naWindow(inflation.ger),freq=4))) # seasonal adjustment
inflation.seasadj.ger <- ts(inflation.seasadj, start = inflation.start, frequency = 4)
显然,inflation.ger
和inflation.seasadj.ger
是完全相同的时间序列。什么可能出错?
数据:
dput(inflation.ger)
structure(c(2.22222222222224, 1.244019138756, 0.75973409306742,
1.80608365019013, 1.98487712665404, 2.64650283553874, 2.73327049952876,
3.36134453781511, 3.15106580166824, 2.39410681399631, 2.47706422018348,
3.25203252032522, 2.87511230907457, 2.42805755395685, 3.31244404655327,
2.27471566054242, 2.09606986899562, 2.72168568920105, 2.2530329289428,
2.05303678357573, 3.07955517536358, 3.84615384615386, 3.98305084745763,
4.10729253981556, 4.06639004149377, 3.04526748971191, 2.93398533007336,
2.49597423510466, 1.8341307814992, 1.75718849840257, 1.10847189231985,
1.49253731343286, 1.25293657008615, 1.33437990580847, 1.80109631949884,
1.62538699690402, 2.01082753286931, 2.09140201394268, 1.92307692307691,
2.89413556740292, 3.33586050037907, 3.5660091047041, 4.00000000000001,
4.44115470022204, 5.06236243580337, 5.78754578754579, 5.66037735849054,
5.31537916371368, 4.88826815642457, 5.47091412742381, 6.25000000000001,
6.46029609690444, 7.39014647137152, 6.9599474720946, 7.30446024563674,
7.45891276864728, 7.06757594544325, 6.99815837937383, 6.44578313253009,
5.88235294117648, 6.25361899247252, 6.08146873207113, 5.43293718166383,
5.22222222222223, 4.30517711171662, 3.78583017847487, 3.70370370370372,
3.80147835269271, 3.81400208986417, 3.85617509119333, 3.46790890269152,
3.00101729399797, 2.86864620030195, 2.50878073256398, 2.50125062531265,
2.91358024691356, 3.27788649706457, 4.650024473813, 5.31966813079548,
5.51823416506719, 5.92136428233066, 5.19176800748362, 5.14365152919371,
5.72987721691677, 5.81395348837209, 6.66963094708762, 7.13970912296167,
5.89247311827958, 5.36770921386304, 5.08545227177989, 4.648292883587,
4.06173842404549, 3.28920978740473, 3.13367711225704, 2.71226415094341,
2.84933645589384, 2.83495145631071, 1.88461538461538, 2.06659012629162,
2.31499051233397, 2.30362537764349, 2.076255190638, 1.57480314960629,
0.741839762611279, 0, -0.332840236686399, -0.922849760059066,
-0.515463917525782, 0.0369139904023732, 0.519480519480511, 0.968703427719836,
0.962250185048109, 1.14391143911439, 1.29198966408267, 1.69741697416972,
2.4193548387097, 2.88215979569498, 2.80612244897959, 3.01161103047896,
2.72011453113812, 2.3049645390071, 2.72952853598016, 3.02923564635434,
2.84251480582282, 3.29915972330998, 4.51351791825871, 5.50437317784258,
5.9108527131783, 6.09404990403073, 4.95750708215298, 3.33642261353105,
4.66605672461115, 4.38715513342377, 4.5434098065677, 4.30493273542601,
2.97202797202796, 2.77296360485268, 2.58175559380379, 2.45055889939811,
2.07979626485568, 1.7284991568297, 1.5520134228188, 1.46873688627781,
1.45530145530146, 1.45047658516367, 1.36307311028499, 1.53019023986766,
1.76229508196721, 1.55228758169937, 2.32273838630808, 2.11812627291242,
1.24848973016513, 1.36765888978277, 0.597371565113501, 0.438771439968094,
0.198886237072386, 0.515873015873038, 0.673000791765629, 0.953137410643369,
1.54823342596267, 1.10540860639556, 1.37632717263074, 1.73092053501181,
1.72009382329947, 2.53807106598985, 2.01706749418153, 1.6627996906419,
1.99846272098384, 1.29474485910129, 1.21673003802282, 1.17915557246102,
1.13036925395631, 0.789473684210527, 1.05184072126221, 1.16541353383457,
0.968703427719814, 1.86497575531517, 1.82156133828996, 2.0066889632107,
1.62361623616237, 1.24496521420726, 1.64293537787514, 1.67577413479055,
1.70660856935367, 1.84448462929475, 1.4727011494253, 1.28986026513793,
1.7850767583006, 2.05965909090908, 2.26548672566371, 3.0774672798019,
2.94633461943178, 2.88796102992346, 3.08065074420214, 1.61290322580647,
0.81771720613288, 0.270544470747383, -0.235057085292139, 0.405268490374862,
0.811084825954715, 1.11298482293424, 1.11073712554695, 1.37907837201482,
1.87730472678512, 2.00133422281521, 2.19707057256989, 2.22295952222959,
2.13886146758801, 1.86396337475473, 2.01954397394136, 2.01233365790325,
1.54639175257732, 1.50882825040129, 1.62835249042147, 1.33630289532296,
1.20558375634519, 1.07526881720429, 0.848256361922726, 0.50235478806906,
0.0313479623824208, 0.469336670838559, 0.124610591900319, 0.312402374258052,
0.250705108116592, 0.0934288383680993, 0.466708151835709, 1.12114606041732,
1.87558612066271, 1.68014934660859, 1.73428305977082, 1.66307360640589,
1.50352868978214), .Tsp = c(1960, 2017.75, 4), class = "ts")