PRACTICAL – 5

AIM- To check wheather the process is stationery or evolutionery.

PRACTICAL –

THEORY –

let the process the X(t)=a0+a1(t).

Given ,ai~U(a,b)

And X~U(a,b)

X=F(X)~U(0,1)

E(ai)=0,V(ai)=1,

By using these ,will get the a0,a1 A0== −√3 + 2√3 ∗ 𝑟𝑎𝑛𝑑 A1=== −√3 + 2√3 ∗ 𝑟𝑎𝑛d

CALCULATION :
a0 a1 X(1) X(2) X(3) X(4) X(5) X(6) X(7) X(8) X(9) X(10)
-0.2579 1.278625 1.020723 2.299349 3.577974 4.856599 6.135225 7.41385 8.692475 9.9711 11.24973 12.52835
-1.57944 -0.11956 -1.69901 -1.81857 -1.93813 -2.05769 -2.17726 -2.29682 -2.41638 -2.53595 -2.65551 -2.77507
1.049555 0.928471 1.978026 2.906497 3.834969 4.76344 5.691911 6.620382 7.548853 8.477324 9.405796 10.33427
0.670573 -1.33838 -0.6678 -2.00618 -3.34456 -4.68293 -6.02131 -7.35969 -8.69807 -10.0364 -11.3748 -12.7132
0.497874 -1.42789 -0.93001 -2.3579 -3.78579 -5.21368 -6.64157 -8.06945 -9.49734 -10.9252 -12.3531 -13.781
0.209721 -0.47298 -0.26326 -0.73624 -1.20922 -1.68221 -2.15519 -2.62817 -3.10115 -3.57413 -4.04712 -4.5201
0.403888 0.620135 1.024023 1.644158 2.264293 2.884428 3.504563 4.124698 4.744833 5.364968 5.985103 6.605238
0.230054 -0.18125 0.048804 -0.13245 -0.3137 -0.49494 -0.67619 -0.85744 -1.03869 -1.21994 -1.40119 -1.58244
-1.09722 1.264017 0.166797 1.430815 2.694832 3.95885 5.222867 6.486885 7.750902 9.01492 10.27894 11.54295
1.085233 1.437591 2.522823 3.960414 5.398005 6.835596 8.273187 9.710778 11.14837 12.58596 14.02355 15.46114
-1.09453 0.422681 -0.67185 -0.24917 0.173515 0.596196 1.018877 1.441558 1.86424 2.286921 2.709602 3.132283
-0.07143 0.359958 0.288533 0.64849 1.008448 1.368405 1.728363 2.088321 2.448278 2.808236 3.168193 3.528151
-1.39041 0.204071 -1.18634 -0.98227 -0.7782 -0.57413 -0.37005 -0.16598 0.038088 0.24216 0.446231 0.650303
1.541957 0.493748 2.035706 2.529454 3.023202 3.51695 4.010698 4.504447 4.998195 5.491943 5.985691 6.47944
-0.72549 -1.04355 -1.76904 -2.8126 -3.85615 -4.8997 -5.94326 -6.98681 -8.03036 -9.07391 -10.1175 -11.161
-0.50855 0.604866 0.096314 0.70118 1.306047 1.910913 2.51578 3.120646 3.725513 4.330379 4.935245 5.540112
1.40379 1.244147 2.647938 3.892085 5.136232 6.38038 7.624527 8.868674 10.11282 11.35697 12.60112 13.84526
-0.98825 -0.19603 -1.18428 -1.38032 -1.57635 -1.77238 -1.96841 -2.16444 -2.36048 -2.55651 -2.75254 -2.94857
1.317244 0.65163 1.968873 2.620503 3.272133 3.923762 4.575392 5.227022 5.878652 6.530281 7.181911 7.833541
-1.2773 1.617385 0.34009 1.957475 3.57486 5.192245 6.80963 8.427015 10.0444 11.66179 13.27917 14.89656
-1.23338 -1.38201 -2.61539 -3.9974 -5.37941 -6.76142 -8.14343 -9.52544 -10.9075 -12.2895 -13.6715 -15.0535
-0.17593 -0.86339 -1.03932 -1.90271 -2.7661 -3.62949 -4.49288 -5.35628 -6.21967 -7.08306 -7.94645 -8.80984
1.389768 -0.47266 0.917107 0.444445 -0.02822 -0.50088 -0.97354 -1.4462 -1.91886 -2.39152 -2.86419 -3.33685
0.641423 -0.82275 -0.18132 -1.00407 -1.82681 -2.64956 -3.47231 -4.29505 -5.1178 -5.94054 -6.76329 -7.58603
0.258771 1.074609 1.333381 2.40799 3.4826 4.557209 5.631819 6.706428 7.781038 8.855647 9.930257 11.00487
-1.69188 -0.43483 -2.12671 -2.56155 -2.99638 -3.43122 -3.86605 -4.30089 -4.73572 -5.17056 -5.60539 -6.04023
1.357005 -0.99077 0.366232 -0.62454 -1.61531 -2.60609 -3.59686 -4.58763 -5.57841 -6.56918 -7.55995 -8.55073
-1.21207 -0.44805 -1.66012 -2.10817 -2.55622 -3.00427 -3.45232 -3.90037 -4.34842 -4.79647 -5.24452 -5.69257
1.039512 -0.03906 1.000451 0.961389 0.922327 0.883265 0.844203 0.805141 0.766079 0.727018 0.687956 0.648894
-0.34021 0.640741 0.30053 0.941271 1.582012 2.222754 2.863495 3.504236 4.144977 4.785718 5.426459 6.0672
-0.23204 1.151415 0.91938 2.070795 3.22221 4.373625 5.525039 6.676454 7.827869 8.979284 10.1307 11.28211
-1.27823 -0.00928 -1.2875 -1.29678 -1.30606 -1.31534 -1.32462 -1.3339 -1.34317 -1.35245 -1.36173 -1.37101
0.387535 0.605922 0.993457 1.599379 2.205301 2.811223 3.417145 4.023067 4.62899 5.234912 5.840834 6.446756
0.303987 -0.61353 -0.30954 -0.92307 -1.5366 -2.15013 -2.76366 -3.37719 -3.99071 -4.60424 -5.21777 -5.8313
-0.54176 -1.14383 -1.68559 -2.82942 -3.97325 -5.11708 -6.26091 -7.40474 -8.54858 -9.69241 -10.8362 -11.9801
-1.28398 -1.05782 -2.34179 -3.39961 -4.45743 -5.51524 -6.57306 -7.63088 -8.6887 -9.74651 -10.8043 -11.8621
1.213272 -0.75849 0.454786 -0.3037 -1.06219 -1.82067 -2.57916 -3.33764 -4.09613 -4.85461 -5.6131 -6.37159
0.259089 0.852077 1.111166 1.963242 2.815319 3.667395 4.519472 5.371548 6.223625 7.075702 7.927778 8.779855
1.008315 -1.26152 -0.2532 -1.51472 -2.77623 -4.03775 -5.29926 -6.56078 -7.82229 -9.08381 -10.3453 -11.6068
1.237168 0.219913 1.457081 1.676994 1.896908 2.116821 2.336735 2.556648 2.776561 2.996475 3.216388 3.436302
-1.08504 1.299862 0.214818 1.51468 2.814541 4.114403 5.414264 6.714126 8.013988 9.313849 10.61371 11.91357
0.320147 -0.67924 -0.35909 -1.03833 -1.71757 -2.39681 -3.07605 -3.75529 -4.43453 -5.11378 -5.79302 -6.47226
1.440465 1.155361 2.595825 3.751186 4.906546 6.061907 7.217267 8.372628 9.527988 10.68335 11.83871 12.99407
0.985631 -0.56988 0.41575 -0.15413 -0.72401 -1.29389 -1.86378 -2.43366 -3.00354 -3.57342 -4.1433 -4.71318
0.985957 1.114728 2.100685 3.215413 4.33014 5.444868 6.559596 7.674324 8.789052 9.90378 11.01851 12.13324
0.639145 -0.0745 0.564642 0.490139 0.415636 0.341133 0.26663 0.192127 0.117623 0.04312 -0.03138 -0.10589
0.092752 1.112837 1.205589 2.318427 3.431264 4.544101 5.656938 6.769775 7.882612 8.995449 10.10829 11.22112
-0.33326 0.493525 0.160267 0.653792 1.147317 1.640843 2.134368 2.627893 3.121418 3.614943 4.108468 4.601993
-1.19364 0.210449 -0.98319 -0.77275 -0.5623 -0.35185 -0.1414 0.06905 0.279498 0.489947 0.700396 0.910845
0.977998 -1.4674 -0.48941 -1.95681 -3.42421 -4.89161 -6.35902 -7.82642 -9.29382 -10.7612 -12.2286 -13.696
0.712838 1.674631 2.387469 4.062101 5.736732 7.411363 9.085995 10.76063 12.43526 14.10989 15.78452 17.45915
-1.30859 -1.15807 -2.46666 -3.62473 -4.7828 -5.94088 -7.09895 -8.25702 -9.41509 -10.5732 -11.7312 -12.8893
-0.29163 1.361928 1.0703 2.432228 3.794155 5.156083 6.51801 7.879938 9.241865 10.60379 11.96572 13.32765
-1.20515 -1.37422 -2.57937 -3.95359 -5.32781 -6.70202 -8.07624 -9.45046 -10.8247 -12.1989 -13.5731 -14.9473
-1.13932 1.660525 0.521201 2.181725 3.84225 5.502774 7.163299 8.823823 10.48435 12.14487 13.8054 15.46592
1.350714 -0.33469 1.01602 0.681326 0.346632 0.011938 -0.32276 -0.65745 -0.99214 -1.32684 -1.66153 -1.99623
1.302342 0.561438 1.86378 2.425218 2.986656 3.548094 4.109532 4.67097 5.232408 5.793846 6.355284 6.916722
1.565395 -0.96256 0.602831 -0.35973 -1.3223 -2.28486 -3.24743 -4.20999 -5.17255 -6.13512 -7.09768 -8.06025
0.523297 1.114491 1.637789 2.75228 3.866771 4.981262 6.095753 7.210244 8.324735 9.439227 10.55372 11.66821
-0.38514 1.431845 1.046701 2.478546 3.91039 5.342235 6.77408 8.205924 9.637769 11.06961 12.50146 13.9333
-0.87029 0.591783 -0.27851 0.313272 0.905055 1.496839 2.088622 2.680405 3.272188 3.863971 4.455754 5.047537
0.340232 -0.20254 0.137694 -0.06484 -0.26738 -0.46992 -0.67246 -0.875 -1.07754 -1.28008 -1.48262 -1.68515
1.501979 0.911836 2.413815 3.32565 4.237486 5.149322 6.061157 6.972993 7.884829 8.796664 9.7085 10.62034
1.358394 -1.23819 0.120206 -1.11798 -2.35617 -3.59436 -4.83255 -6.07074 -7.30893 -8.54711 -9.7853 -11.0235
1.296335 -0.1747 1.121632 0.94693 0.772228 0.597525 0.422823 0.248121 0.073419 -0.10128 -0.27599 -0.45069
-0.12796 1.359012 1.231057 2.590069 3.949081 5.308094 6.667106 8.026118 9.38513 10.74414 12.10315 13.46217
-0.37733 -0.13223 -0.50956 -0.64179 -0.77402 -0.90624 -1.03847 -1.1707 -1.30293 -1.43515 -1.56738 -1.69961
1.135199 -1.56491 -0.42971 -1.99461 -3.55952 -5.12443 -6.68933 -8.25424 -9.81914 -11.3841 -12.949 -14.5139
-0.82973 -0.77558 -1.6053 -2.38088 -3.15646 -3.93203 -4.70761 -5.48319 -6.25877 -7.03434 -7.80992 -8.5855
-1.5007 -0.97047 -2.47117 -3.44164 -4.41211 -5.38258 -6.35305 -7.32352 -8.29399 -9.26446 -10.2349 -11.2054
0.898334 1.561383 2.459718 4.021101 5.582484 7.143868 8.705251 10.26663 11.82802 13.3894 14.95078 16.51217
0.230511 -0.08359 0.14692 0.063329 -0.02026 -0.10385 -0.18744 -0.27104 -0.35463 -0.43822 -0.52181 -0.6054
1.669378 -0.36912 1.300255 0.931132 0.562009 0.192886 -0.17624 -0.54536 -0.91448 -1.28361 -1.65273 -2.02185
0.550973 0.222235 0.773207 0.995442 1.217676 1.439911 1.662145 1.88438 2.106614 2.328849 2.551083 2.773318
-0.90404 1.292995 0.388953 1.681947 2.974942 4.267937 5.560932 6.853927 8.146922 9.439917 10.73291 12.02591
-0.84453 -1.06647 -1.911 -2.97746 -4.04393 -5.1104 -6.17686 -7.24333 -8.3098 -9.37627 -10.4427 -11.5092
-0.80966 0.177422 -0.63224 -0.45482 -0.2774 -0.09998 0.077446 0.254868 0.43229 0.609712 0.787134 0.964556
-1.63459 -0.70217 -2.33675 -3.03892 -3.74109 -4.44326 -5.14542 -5.84759 -6.54976 -7.25192 -7.95409 -8.65626
-0.81799 -0.02653 -0.84452 -0.87105 -0.89758 -0.92412 -0.95065 -0.97718 -1.00371 -1.03025 -1.05678 -1.08331
-1.66209 -0.39437 -2.05645 -2.45082 -2.84519 -3.23955 -3.63392 -4.02829 -4.42265 -4.81702 -5.21139 -5.60576
-0.09556 -1.53779 -1.63335 -3.17113 -4.70892 -6.24671 -7.7845 -9.32229 -10.8601 -12.3979 -13.9357 -15.4734
0.035207 1.323819 1.359026 2.682845 4.006664 5.330483 6.654302 7.978121 9.30194 10.62576 11.94958 13.2734
1.290934 0.574147 1.86508 2.439227 3.013373 3.58752 4.161666 4.735813 5.309959 5.884106 6.458252 7.032399
0.296687 -0.83662 -0.53993 -1.37655 -2.21316 -3.04978 -3.8864 -4.72301 -5.55963 -6.39625 -7.23286 -8.06948
0.079607 -1.30996 -1.23035 -2.54032 -3.85028 -5.16024 -6.4702 -7.78016 -9.09012 -10.4001 -11.71 -13.02
-1.65305 -1.28753 -2.94058 -4.22811 -5.51564 -6.80317 -8.0907 -9.37823 -10.6658 -11.9533 -13.2408 -14.5284
1.700861 -0.18584 1.515021 1.329181 1.14334 0.9575 0.771659 0.585819 0.399979 0.214138 0.028298 -0.15754
-0.86178 -0.80396 -1.66574 -2.46969 -3.27365 -4.0776 -4.88156 -5.68552 -6.48947 -7.29343 -8.09738 -8.90134
-0.44038 -0.98511 -1.42549 -2.4106 -3.39571 -4.38081 -5.36592 -6.35103 -7.33614 -8.32125 -9.30636 -10.2915
-0.59721 0.879856 0.282642 1.162498 2.042354 2.92221 3.802067 4.681923 5.561779 6.441635 7.321491 8.201348
0.315186 1.397509 1.712696 3.110205 4.507714 5.905223 7.302732 8.700242 10.09775 11.49526 12.89277 14.29028
-1.24267 -1.52693 -2.7696 -4.29653 -5.82346 -7.35039 -8.87732 -10.4043 -11.9312 -13.4581 -14.985 -16.512
-0.84807 0.765537 -0.08253 0.683008 1.448545 2.214082 2.979619 3.745156 4.510694 5.276231 6.041768 6.807305
-1.10427 0.679582 -0.42469 0.25489 0.934472 1.614054 2.293636 2.973218 3.6528 4.332382 5.011964 5.691546
-1.33406 -0.89944 -2.2335 -3.13294 -4.03238 -4.93182 -5.83127 -6.73071 -7.63015 -8.52959 -9.42903 -10.3285
0.102722 -1.11221 -1.00949 -2.1217 -3.23391 -4.34612 -5.45833 -6.57055 -7.68276 -8.79497 -9.90718 -11.0194
-0.50919 1.555868 1.046677 2.602545 4.158414 5.714282 7.270151 8.826019 10.38189 11.93776 13.49362 15.04949
1.215884 0.742648 1.958532 2.70118 3.443829 4.186477 4.929125 5.671774 6.414422 7.15707 7.899719 8.642367
1.402128 0.412285 1.814412 2.226697 2.638981 3.051266 3.46355 3.875835 4.288119 4.700404 5.112688 5.524973

Average 0.043062 0.077679 0.112296 0.146913 0.18153 0.216147 0.250765 0.285382 0.319999 0.354616
Variance 2.114168 5.0772 9.905463 16.59896 25.15768 35.58163 47.87082 62.02523 78.04487 95.92975
Tabu. Variance(1+t 2) 2 5 10 17 26 37 50 65 101 82
X(1) X(2) X(3) X(4) X(5) X(6) X(7) X(8) X(9) X(10)
X(1) 2.092813 3.097767 4.102721 5.107674 6.112628 7.117582 8.122536 9.12749 10.13244 11.1374
X(2) 3.097767 5.025915 6.954064 8.882213 10.81036 12.73851 14.66666 16.59481 18.52296 20.4511
X(3) 4.102721 6.954064 9.805407 12.65675 15.50809 18.35944 21.21078 24.06212 26.91347 29.76481
X(4) 5.107674 8.882213 12.65675 16.43129 20.20583 23.98037 27.7549 31.52944 35.30398 39.07852
X(5) 6.112628 10.81036 15.50809 20.20583 24.90356 29.60129 34.29903 38.99676 43.69449 48.39223
X(6) 7.117582 12.73851 18.35944 23.98037 29.60129 35.22222 40.84315 46.46408 52.085 57.70593
X(7) 8.122536 14.66666 21.21078 27.7549 34.29903 40.84315 47.38727 53.93139 60.47552 67.01964
X(8) 9.12749 16.59481 24.06212 31.52944 38.99676 46.46408 53.93139 61.39871 68.86603 76.33335
X(9) 10.13244 18.52296 26.91347 35.30398 43.69449 52.085 60.47552 68.86603 77.25654 85.64705
X(10) 11.1374 20.4511 29.76481 39.07852 48.39223 57.70593 67.01964 76.33335 85.64705 94.96076