<![CDATA[
시간이 지남에 따라 미국 경상수지가 deficit이 되어가고있는데요.<br />앞으로 미국 경상수지가 어떻게 될것인지 예측하고싶은데 예측하는 과정에서 white nosie (백색잡음)이 있는걸 확인했습니다. 어떤식으로 풀어야할까요?<br /><br />1. 일단 그래프를 보면 안정성이 없다고 판단되는데요. 안정성을 찾기위해 어떻게 해야하나요?<br />Ex1) growth=CA - CA(-1) / CA(-1)<br />Ex2) DCA= CA - CA(-1)<br /><br />2. White noise 발생시 어떻게 해서 풀수있을까요?<br /><br /><br />너무 기초적인것도 몰라서 죄송합니다ㅜ ㅜ 학교에서 가르쳐주는게 한계가있어서 자꾸 헷갈리네요...<br />2주를 해메다가 좋은카페를 발견하고 글을 남겨요ㅠ ㅜ <br />답변 기다리겠습니다. 감사합니다 !<br /><br />※data<br />출처 https://research.stlouisfed.org/fred2/series/BPBLTT01USQ188S#<br /><br />Frequency: Quarterly <br /> Current Account Balance ($)<br />1960-01-01 0.2576845205227310<br />1960-04-01 0.3906393956145200<br />1960-07-01 0.6124542124542120<br />1960-10-01 0.8190722602106820<br />1961-01-01 0.9078585821579040<br />1961-04-01 0.6501614639397200<br />1961-07-01 0.5941569869764170<br />1961-10-01 0.5729023383768910<br />1962-01-01 0.4341397849462360<br />1962-04-01 0.6936608031861930<br />1962-07-01 0.6305774278215220<br />1962-10-01 0.4775729897243520<br />1963-01-01 0.5415127669824960<br />1963-04-01 0.7591009813232040<br />1963-07-01 0.6331782945736430<br />1963-10-01 0.8246792913866830<br />1964-01-01 1.1384294441961000<br />1964-04-01 0.8971797884841360<br />1964-07-01 0.9959584295612010<br />1964-10-01 0.9518900343642610<br />1965-01-01 0.6991101223581760<br />1965-04-01 0.8612779901693060<br />1965-07-01 0.6958144494801390<br />1965-10-01 0.6669253654119780<br />1966-01-01 0.4926627367364860<br />1966-04-01 0.3909811694747270<br />1966-07-01 0.2363547758284600<br />1966-10-01 0.3717810516229490<br />1967-01-01 0.4141843971631200<br />1967-04-01 0.3134766772412170<br />1967-07-01 0.2598661435495040<br />1967-10-01 0.2146739130434780<br />1968-01-01 0.0860498298759741<br />1968-04-01 0.1405532414824310<br />1968-07-01 0.0583849627218314<br />1968-10-01 -0.0210287599216576<br />1969-01-01 0.0490255173799478<br />1969-04-01 -0.0518093731461341<br />1969-07-01 0.0186046511627907<br />1969-10-01 0.1372153358316520<br />1970-01-01 0.2354057902230660<br />1970-04-01 0.3633305298570230<br />1970-07-01 0.1892512632062470<br />1970-10-01 0.0813559322033898<br />1971-01-01 0.2401124978027770<br />1971-04-01 -0.1411074693807140<br />1971-07-01 -0.1816487333728710<br />1971-10-01 -0.3930965147453080<br />1972-01-01 -0.5488733992543360<br />1972-04-01 -0.5319266199511850<br />1972-07-01 -0.3972793321997220<br />1972-10-01 -0.3393393393393390<br />1973-01-01 0.0420076772651554<br />1973-04-01 0.2463318284424380<br />1973-07-01 0.7619710467706010<br />1973-10-01 0.9148806706781150<br />1974-01-01 0.4313909145647960<br />1974-04-01 0.0286794420544909<br />1974-07-01 -0.0754765255212997<br />1974-10-01 0.1325015595757950<br />1975-01-01 1.0390219807359800<br />1975-04-01 1.2108186428398900<br />1975-07-01 0.9522698097794380<br />1975-10-01 1.0902089586046800<br />1976-01-01 0.5625650863250210<br />1976-04-01 0.3550002692659810<br />1976-07-01 -0.0177730759058450<br />1976-10-01 0.0336359884440776<br />1977-01-01 -0.5394228356336260<br />1977-04-01 -0.5884865547034270<br />1977-07-01 -0.5196004523181300<br />1977-10-01 -1.0812007193249400<br />1978-01-01 -1.2713360800470900<br />1978-04-01 -0.6465805015834970<br />1978-07-01 -0.6114469131685360<br />1978-10-01 -0.1094190637337850<br />1979-01-01 -0.0669932058777058<br />1979-04-01 -0.1064755961323630<br />1979-07-01 0.1382564409826240<br />1979-10-01 -0.0143552935144835<br />1980-01-01 -0.4947613087788310<br />1980-04-01 -0.1344333726204510<br />1980-07-01 0.6060139860139860<br />1980-10-01 0.3184232503758140<br />1981-01-01 0.1229963599208120<br />1981-04-01 0.1550847725191800<br />1981-07-01 0.2552434686618420<br />1981-10-01 0.0924623115577890<br />1982-01-01 -0.0348219194819476<br />1982-04-01 0.4549575240896950<br />1982-07-01 -0.4799382257729200<br />1982-10-01 -0.5865367685897060<br />1983-01-01 -0.2892854064304800<br />1983-04-01 -0.8742675372509630<br />1983-07-01 -1.3976112450234300<br />1983-10-01 -1.6273543900318700<br />1984-01-01 -2.1396442445307700<br />1984-04-01 -2.3351432129514300<br />1984-07-01 -2.2883984929294900<br />1984-10-01 -2.5642781367537800<br />1985-01-01 -2.2203445834316700<br />1985-04-01 -2.6673174813471900<br />1985-07-01 -2.8492240476949000<br />1985-10-01 -3.1122588758393000<br />1986-01-01 -3.0298252994708100<br />1986-04-01 -3.1341763259571500<br />1986-07-01 -3.2945709585245500<br />1986-10-01 -3.3602604188975000<br />1987-01-01 -3.3161606351083100<br />1987-04-01 -3.3172249300010400<br />1987-07-01 -3.2755024997449200<br />1987-10-01 -3.2876341409998600<br />1988-01-01 -2.5892429183200400<br />1988-04-01 -2.2194826890949900<br />1988-07-01 -2.1076705349561300<br />1988-10-01 -2.3195078241912500<br />1989-01-01 -2.0618735752795200<br />1989-04-01 -1.7886433089332700<br />1989-07-01 -1.5442257861194800<br />1989-10-01 -1.6500676683901900<br />1990-01-01 -1.6056223263393800<br />1990-04-01 -1.3071116541416300<br />1990-07-01 -1.4287751886557800<br />1990-10-01 -0.9468563744126970<br />1991-01-01 0.6577813010949810<br />1991-04-01 0.1643987238752520<br />1991-07-01 -0.2692654058921910<br />1991-10-01 -0.3440510884971250<br />1992-01-01 -0.3907973921765300<br />1992-04-01 -0.7325601096683760<br />1992-07-01 -0.8929173309041220<br />1992-10-01 -1.1220138557095100<br />1993-01-01 -0.8759076494472600<br />1993-04-01 -1.2111397446409700<br />1993-07-01 -1.2341473306103500<br />1993-10-01 -1.5958366511204600<br />1994-01-01 -1.4002214032481800<br />1994-04-01 -1.5724229002173400<br />1994-07-01 -1.7196251513131900<br />1994-10-01 -1.9497906830553600<br />1995-01-01 -1.6664148542801500<br />1995-04-01 -1.6838091230653900<br />1995-07-01 -1.4002205930059000<br />1995-10-01 -1.1871017372908500<br />1996-01-01 -1.3905816472615300<br />1996-04-01 -1.4806177510388900<br />1996-07-01 -1.7677656575560700<br />1996-10-01 -1.5172979691327500<br />1997-01-01 -1.7176182144940000<br />1997-04-01 -1.3469755259065200<br />1997-07-01 -1.5056490025081100<br />1997-10-01 -1.9628824687368400<br />1998-01-01 -1.9799993250615900<br />1998-04-01 -2.2835225188166400<br />1998-07-01 -2.5753676269611300<br />1998-10-01 -2.6088765454603900<br />1999-01-01 -2.6819235532597300<br />1999-04-01 -2.9872554148791500<br />1999-07-01 -3.3276978676523600<br />1999-10-01 -3.4358307895346600<br />2000-01-01 -3.9334463164191000<br />2000-04-01 -3.8752712024362000<br />2000-07-01 -4.1645586730260500<br />2000-10-01 -4.2117204434555900<br />2001-01-01 -4.0856482142347300<br />2001-04-01 -3.6485937734997700<br />2001-07-01 -3.9295455613515700<br />2001-10-01 -3.2818816405483400<br />2002-01-01 -3.8365207118068400<br />2002-04-01 -4.2200314591945000<br />2002-07-01 -4.1933478902972700<br />2002-10-01 -4.4241430861506900<br />2003-01-01 -4.7949350406496800<br />2003-04-01 -4.5534575707740100<br />2003-07-01 -4.4500950529457800<br />2003-10-01 -4.2404711935549400<br />2004-01-01 -4.5609088785826300<br />2004-04-01 -5.1138292807066500<br />2004-07-01 -5.1234425155849500<br />2004-10-01 -5.6833038798936500<br />2005-01-01 -5.2823462387912900<br />2005-04-01 -5.4994797326982200<br />2005-07-01 -5.5891377769700300<br />2005-10-01 -6.2080767621211200<br />2006-01-01 -5.7499139124764600<br />2006-04-01 -5.8068377802576800<br />2006-07-01 -6.1689182873782200<br />2006-10-01 -5.3302621850651200<br />2007-01-01 -5.5805019250765800<br />2007-04-01 -5.2226898622272400<br />2007-07-01 -4.6410289848109400<br />2007-10-01 -4.2890509557176200<br />2008-01-01 -4.8957486842464100<br />2008-04-01 -4.7683251198271800<br />2008-07-01 -4.7103146264232300<br />2008-10-01 -4.1358359851270400<br />2009-01-01 -2.6761309519671300<br />2009-04-01 -2.4602103149145100<br />2009-07-01 -2.6072121300602700<br />2009-10-01 -2.8407373082071900<br />2010-01-01 -2.9805668512577400<br />2010-04-01 -3.0992034173797400<br />2010-07-01 -3.2008075602515700<br />2010-10-01 -2.7374033170936700<br />2011-01-01 -3.0618175136497300<br />2011-04-01 -3.0762245406153600<br />2011-07-01 -2.7106004324088500<br />2011-10-01 -2.9534820370851400<br />2012-01-01 -3.0292858709616800<br />2012-04-01 -2.7465687462332300<br />2012-07-01 -2.6244429555778200<br />2012-10-01 -2.5059237716210000<br />2013-01-01 -2.5461751018033700<br />2013-04-01 -2.3286319437758700<br />2013-07-01 -2.2845729390776600<br />2013-10-01 -1.8999080704754000<p><img src="https://t1.daumcdn.net/cfile/cafe/257A013957230DBB2D" class="txc-image" /></p>
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기본적인 이분산성을 해결하는 방법은 변환입니다. box-cox 변환으로 진행해서 정규성을 확인해 본 후,
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