Your series shows a strong seasonal pattern that looks fairly constant. I would think that the adf style test is not appropriate. What are you trying to achieve?
John C Frain 3 Aranleigh Park Rathfarnham Dublin 14 Ireland www.tcd.ie/Economics/staff/frainj/home.html https://jcfrain.wordpress.com/ https://jcfraincv19.wordpress.com/ mailto:fra...@tcd.ie mailto:fra...@gmail.com On Thu, 26 Aug 2021 at 14:24, Nick Wray <nickmw...@gmail.com> wrote: > Hello: I've downloaded this dataset, and when I plot it it is clearly > non-stationary > > > df <- read.csv(' > > https://raw.githubusercontent.com/ourcodingclub/CC-time-series/master/monthly_milk.csv > ') > > plot(df,type="l") > > But when I apply the Augmented Dickie-Fuller Test I get a p value of 0.01, > implying that there is evidence to reject the null that the series is > non-stationary. I am puzzled as to why this is happening. Is this because > the confidence level is basically too high or is something else going on? > > adf.test(df[,2]) > > Augmented Dickey-Fuller Test > > data: df[, 2] Dickey-Fuller = -9.9714, Lag order = 5, p-value = 0.01 > alternative hypothesis: stationary > > Thanks Nick Wray > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.