21MDT0059

Ex. No: 4
Date: 10-03-2022
Transformation of time series data from non-stationarity to stationarity.
Aim: To transform the non-stationarity time series data to stationarity time series
data by using the method of log transformation and power series transformation for
the airline passenger's data

Hypotheses:
H0: The airline passengers time series data is non-stationarity.
H1: The airline passengers time series data is stationarity.

Code:

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Output:

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Conclusion:
1. For the airline passenger's data by using the method of log transformation, we
determined the ADF statistic p -value = 0.422367. P-value is greater than level of
significance (0.05) so, we fail to reject the null hypothesis.
2. For the airline passenger's data by using the method of power series
transformation, we determined the ADF statistic p -value = 0.071121. P-value is
greater than level of significance (0.05) so, we fail to reject the null hypothesis.

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3. In this analysis, the airline passenger's data is not transferred from non-
stationarity to stationarity. Hence airline passengers' data is strongly non-
stationarity