21MDT0059

Ex. No: 6
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 Electric production data

Hypotheses:
H0: The Electric production time series data is non-stationarity.
H1: The Electric production time series data is stationarity.
Code:

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Output:

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Conclusion:
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1. For the electric production data by using the method of log transformation,
we determined the ADF statistic p -value = 0.023373. P-value is lesser than
level of significance (0.05) so, we reject the null hypothesis.
2. In this analysis, the electric production data is transferred from non-
stationarity to stationarity by using the method of logarithmic
transformation.