# Transforming a time series

I have a time series that displays time varying volatility how would I take this time series an turn it into a more stationary process

this is what the time series looks like , if one can provide r code to help me our that would be really helpful as well

• what is it a time series of – develarist Sep 28 '20 at 6:37

$$y_t = c + \phi_1 y_{t-1} + \ldots + \phi_p y_{t-p} + \varepsilon_t.$$
If this is the only feature of your data, then you should have stationary residuals $$\varepsilon$$.