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Answers for “什么时候会使用二阶差分而不是一阶差分?”

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Know when to use it

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You would use a second difference if the first differenced series is still not stationary. The goal is to choose the lowest differencing order dd that makes the series stationary.

Conditions: The original series is non-stationary.; First differencing (d=1d=1) does not result in a stationary series.; The modeler can inspect the stationarity of the differenced plots.

Meet the concept

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The dd in ARIMA(p,d,q) represents the order of differencing, also known as the integrated component. It indicates how many times the original series has been differenced to achieve stationarity.

Conditions: The model is denoted as ARIMA(p,d,q).; dd is a non-negative integer.