Removing trends in variability via the logarithmic transformation
The logarithmic function log() is a data transformation that can be applied to positively valued time series data. It slightly shrinks observations that are greater than one towards zero, while greatly shrinking very large observations. This property can stabilize variability when a series exhibits increasing variability over time. It may also be used to linearize a rapid growth pattern over time.
The time series rapid_growth has already been loaded, and is shown in the figure on the right. Note the vertical range of the data.
Cet exercice fait partie du cours
Time Series Analysis in R
Instructions
- Apply the
log()function torapid_growth, saving the result aslinear_growth. - Use
ts.plot()to show the transformed serieslinear_growthand note the condensed vertical range of the transformed data.
Exercice interactif pratique
Essayez cet exercice en complétant cet exemple de code.
# Log rapid_growth
linear_growth <-
# Plot linear_growth using ts.plot()