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  • Ex. No Date: Identification of The Time Series Data Is Stationarity or Non-Stationarity Aim

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    Sagar Pandey
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    The document analyzes an electric production time series dataset to determine if it is stationary or non-stationary. An Augmented Dickey-Fuller (ADF) test was performed, finding a p-value of 0.186215 which is greater than the significance level of 0.05. This leads to the acceptance of the null hypothesis that the electric production time series data is non-stationary, showing it does not have constant mean and variance over time.

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    21MDT0059(TS2)

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    The document analyzes an electric production time series dataset to determine if it is stationary or non-stationary. An Augmented Dickey-Fuller (ADF) test was performed, finding a p-value of 0.186215 which is greater than the significance level of 0.05. This leads to the acceptance of the null hypothesis that the electric production time series data is non-stationary, showing it does not have constant mean and variance over time.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    37 views3 pages

    Ex. No Date: Identification of The Time Series Data Is Stationarity or Non-Stationarity Aim

    Uploaded by

    Sagar Pandey
    The document analyzes an electric production time series dataset to determine if it is stationary or non-stationary. An Augmented Dickey-Fuller (ADF) test was performed, finding a p-value of 0.186215 which is greater than the significance level of 0.05. This leads to the acceptance of the null hypothesis that the electric production time series data is non-stationary, showing it does not have constant mean and variance over time.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 3

    21MDT0059

    Ex. No 2
    Date: 03-03-2022
    Identification of the Time Series data is stationarity or non-
    stationarity
    Aim: To determine the Electric production time series data is stationarity or non-
    stationarity
    Hypothesis:
    H0: Electric production times series data is non-stationarity
    H1: Electric production times series data is stationarity
    Code:

    1
    21MDT0059

    Output:

    2
    21MDT0059

    Conclusion: For the Electric production time series data the ADF test statistic p -
    value 0.186215 is greater than the level of significance 0.05. Hence, we accept the
    Null hypothesis.
    Hence the Electric production time series data is non-stationarity

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