对时间序列进行分析 ,大多数的研究都是建立在时间序列是平稳的这一假设条件成立基础上的 ,即时间序列的概率结构不随时间而改变。否则 ,基于各种常规假设检验方法的结论是可疑的 ,这就大大的限制了各种方法的应用领域 ,特别是实践中的时间序列又以非平稳的居多。为使有关的研 For time series analysis, most studies are based on the assumption that the time series is stationary, ie the probability structure of the time series does not change over time. Otherwise, the conclusions based on various conventional hypothesis testing methods are doubtful, which greatly limits the application fields of various methods, especially the time series in practice is mostly non-stationary. For relevant research