library(fpp3)

# Random walks and white noise

sim <- tsibble(time = 1:200, y = cumsum(rnorm(200)), index = time)
sim |> autoplot(y)
sim |> ACF(y) |> autoplot()
sim |> autoplot(difference(y))
sim |> ACF(difference(y)) |> autoplot()

sim |> gg_tsdisplay(y, plot_type = "partial")


# Transformations to stationarity

# Stock prices
fb <- gafa_stock |>
  filter(Symbol == "FB")
fb |>
  gg_tsdisplay(Close)
fb |>
  gg_tsdisplay(difference(Close))


# aus_production Bricks

aus_production |>
  gg_tsdisplay(Bricks)
aus_production |>
  gg_tsdisplay(
    box_cox(Bricks, lambda = 0.3)
  )
aus_production |>
  gg_tsdisplay(
    box_cox(Bricks, lambda = 0.3) |>
      difference(lag = 4)
  )
aus_production |>
  gg_tsdisplay(
    box_cox(Bricks, lambda = 0.3) |>
      difference(lag = 4) |>
      difference()
  )

# Unit root tests
fb |> features(Close, unitroot_kpss)
fb |> features(difference(Close), unitroot_kpss)
fb |> features(Close, unitroot_ndiffs)

## Seasonal strength
aus_production |>
  features(
    box_cox(Bricks, lambda = 0.3),
    feat_stl
  )
aus_production |>
  features(
    box_cox(Bricks, lambda = 0.3),
    unitroot_nsdiffs
  )
aus_production |>
  features(
    box_cox(Bricks, lambda = 0.3) |>
      difference(lag = 4),
    unitroot_ndiffs
  )