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Thread: Time series question

  1. #1
    Jan 2009

    Time series question

    Im trying to get a time series stationary. The sample size is rather large >100 000. In this example I have only used 14 600 of these samples. I have differentiated the series and removed some seasonal patterns that I expected and found through a power spectrum.

    Looking at the periodogram after this shows no specific patterns. The log was also taken before the transformations to reduce the variance dependency.

    I have attached a plot of the ACF after all this was done. My question is if this series can be regarded as stationary? If not, any suggestions how I could transform it to make it stationary?
    Attached Thumbnails Attached Thumbnails Time series question-sacvf.jpg  
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