data = pd.read_excel(r'C:\Users\Administrator\Desktop\arima_data.xls',index_col = '日期')
data.plot()
单调递增的,不平稳
单位根检验下
from statsmodels.tsa.stattools import adfuller as ADF
ADF(data['销量'])
>>>
(1.8137710150945274,
0.9983759421514264,
10,
26,
{'1%': -3.7112123008648155,
'10%': -2.6300945562130176,
'5%': -2.981246804733728},
299.46989866024177)
元组第二个值为p值,p>0.05,接受原假设,存在单位根
差分(1阶)
d_data = data.diff().dropna()
d_data.columns = ['一阶差分']
d_data.plot()