21MDT0059

Ex. No 1
Date: 03-03-2022
Identification of the Time Series data is stationarity or non-
stationarity
Aim: To determine the Microsoft Stock Time Series Data is stationarity or non-
stationarity
Hypothesis:
H0: Microsoft Stock times series data is non-stationarity
H1: Microsoft Stock times series data is stationarity
Code:

1
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Output:

Mean of DS1: 62.02801315789474

Mean of DS2: 153.36017310252996

2
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Variance of DS1: 200.80131923566324

Variance of DS2: 2068.740701436662

ADF Statistic: 1.737136

p-Value 0.998216

Conclusion: For the Microsoft stock time series data the ADF test statistic p -value
is 0.998216 greater than the level of significance 0.05. Hence, we accept the Null
hypothesis.
Hence the Microsoft stock time series data is non-stationarity