Avinash

1 Posts
Stationarity Analysis in Time Series Data

Stationarity Analysis in Time Series Data

Hey Geeks !!! in this blog, we'll dive into the concept of stationarity using time series data. We'll first understand what is time-series data, what is stationarity, why and when data should be stationary etc...We'll use the dataset I created specifically for this blog to analyze whether the data is stationary or not. We'll also see how to convert the non-stationary data to stationary. Index IntroductionImport Libraries and DependenciesDefine TimeSeriesData ClassImport DatasetAccumulating Number of Sales by monthCreate objectStationarity TestsGraphical TestRolling-Statistics TestAugmented Dickey-Fuller Test (ADF)Kwiatkowski-Phillips-Schmidt-Shin Test (KPSS)Zivot-Andrews TestConclusionConvert data to StationaryDerivativesTransformation using Logarithmic FunctionADF TestKPSS TestZivot-Andrews TestRolling-Statistics TestConclusion 1. Introduction 1.1…
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