STOCH 6 14404

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PRACTICAL – 6

AIM-To check whether the process is stationery or evolutionary .

PRACTICAL-

X(t)=Acos(wt)+Bsin(wt),

A and B are uncorrelated random variable with mean 0

and variance =1,

and w is partition constant.

THEORY –

let X(t) = Acos(wt)+Bsin(wt),

Take Y~U(a,b) X=F(Y)

FollowU(0,1)

SO, TO ESTIMATE THE A AND B

A=(-√3+2√3*RAND) , B=(-√3+2√3*RAND)

CALCULATION –
A B X(1) X(2) X(3) X(4) X(5) X(6) X(7) X(8) X(9) X(10)
t 1 2 3 4 5 6 7 8 9 10
-1.24703 1.49612 0.585169 1.879366 1.445682 -0.31715 -1.7884 -1.6154 0.042793 1.661642 1.752785 0.232426
-1.33986 0.054458 -0.67811 0.607098 1.334139 0.834579 -0.43229 -1.30171 -0.97435 0.248829 1.243233 1.094614
1.479074 -1.36054 -0.34571 -1.85265 -1.65627 0.062875 1.724215 1.80032 0.221219 -1.56127 -1.90833 -0.50088
-1.45138 0.308367 -0.5247 0.884385 1.480372 0.715312 -0.7074 -1.47973 -0.89161 0.516261 1.44948 1.050053
-1.71531 1.5332 0.363358 2.107956 1.914509 -0.03913 -1.95679 -2.07539 -0.28588 1.766462 2.19473 0.605174
-0.38292 0.979876 0.617646 1.050348 0.517365 -0.49128 -1.04825 -0.64146 0.355083 1.025163 0.752712 -0.21178
-0.43002 0.522492 0.207323 0.65405 0.499446 -0.11435 -0.62301 -0.55888 0.01908 0.579499 0.607129 0.076567
1.361671 -0.54318 0.27864 -1.06057 -1.4247 -0.47896 0.907127 1.45921 0.669702 -0.73553 -1.46452 -0.84704
-0.54702 1.04676 0.585261 1.179457 0.689265 -0.43463 -1.15893 -0.81771 0.275307 1.115212 0.929796 -0.11047
1.350916 0.590616 1.226889 -0.02513 -1.25405 -1.33 -0.18315 1.132082 1.406485 0.387773 -0.98746 -1.45482
0.249933 -0.8115 -0.54782 -0.84191 -0.36195 0.450781 0.849067 0.466725 -0.34472 -0.83923 -0.56216 0.231764
1.112424 -0.56813 0.122976 -0.97953 -1.18147 -0.29716 0.86035 1.226862 0.465402 -0.72395 -1.2477 -0.62433
0.373864 -1.36903 -0.95 -1.40044 -0.56332 0.791715 1.418851 0.741502 -0.61758 -1.40886 -0.90484 0.431085
-1.69344 0.615373 -0.39715 1.264275 1.763331 0.641188 -1.07046 -1.79793 -0.87239 0.855219 1.796548 1.086139
-0.57786 0.636911 0.223723 0.819617 0.661959 -0.1043 -0.77467 -0.73281 -0.01721 0.714212 0.788989 0.138373
0.185508 0.062164 0.15254 -0.02067 -0.17488 -0.1683 -0.00699 0.16075 0.180696 0.034511 -0.1434 -0.18947
-0.50335 1.673663 1.136379 1.731323 0.734496 -0.93762 -1.7477 -0.95095 0.7201 1.729089 1.148361 -0.48816
-0.47683 -0.38379 -0.58058 -0.15055 0.417896 0.602133 0.232771 -0.3506 -0.61163 -0.31033 0.276285 0.608886
-1.1497 -1.68226 -2.03676 -1.05123 0.900792 2.024631 1.287033 -0.63386 -1.97198 -1.49708 0.354235 1.879863
0.107522 1.448768 1.27719 1.272616 0.098004 -1.16671 -1.35876 -0.30157 1.032882 1.417706 0.499098 -0.87838
0.489726 -1.17217 -0.72175 -1.26965 -0.65024 0.566997 1.262941 0.797743 -0.4009 -1.23095 -0.92928 0.226771
0.316831 0.193122 0.333691 0.043757 -0.28641 -0.35325 -0.09532 0.25025 0.365738 0.144968 -0.20909 -0.37091
0.309903 -0.07837 0.101497 -0.20022 -0.31786 -0.14326 0.163056 0.319457 0.18215 -0.12262 -0.31466 -0.2174
1.421575 0.94578 1.563927 0.268412 -1.27388 -1.64497 -0.50368 1.100688 1.693093 0.728876 -0.90547 -1.70733
-0.02561 -1.24585 -1.06218 -1.12219 -0.15046 0.959596 1.187408 0.323522 -0.83781 -1.22886 -0.49011 0.699252
1.350074 -0.14293 0.609175 -0.6918 -1.35673 -0.7743 0.520025 1.336238 0.92392 -0.33785 -1.289 -1.05505
0.011433 0.001918 0.007791 -0.00301 -0.01105 -0.00892 0.001404 0.010442 0.00988 0.000234 -0.00963 -0.01064
-1.41829 1.394248 0.406915 1.858003 1.600852 -0.12811 -1.73929 -1.75137 -0.15325 1.585772 1.866841 0.431545
1.70012 -1.37111 -0.23517 -1.95425 -1.8766 -0.07361 1.797049 2.015513 0.380924 -1.60389 -2.11409 -0.68061
0.00955 -1.10516 -0.9248 -1.00889 -0.16541 0.830145 1.062473 0.317968 -0.71887 -1.09479 -0.46416 0.593217
1.541605 1.630093 2.204609 0.840706 -1.29614 -2.24132 -1.12584 1.02473 2.233169 1.388443 -0.73281 -2.18032
-0.68284 -0.49905 -0.78887 -0.16962 0.605576 0.824013 0.284856 -0.5162 -0.84266 -0.39439 0.416485 0.844441
-0.85117 0.544063 -0.00208 0.848926 0.919428 0.144613 -0.76316 -0.96929 -0.28426 0.662118 0.999743 0.418209
-1.37371 0.477176 -0.34069 1.005562 1.427306 0.536791 -0.84725 -1.45233 -0.72215 0.671973 1.448285 0.89305
1.068649 1.290911 1.663658 0.729107 -0.87578 -1.67548 -0.93475 0.665385 1.653768 1.121685 -0.44167 -1.59896
-1.70693 1.223032 0.106886 1.822434 1.862444 0.190132 -1.65699 -1.98068 -0.48334 1.458375 2.059272 0.766883
1.674121 1.645156 2.288883 0.799256 -1.4252 -2.33934 -1.1027 1.14776 2.342969 1.384064 -0.84734 -2.29971
-0.83148 -0.25358 -0.66263 0.115438 0.787371 0.735399 0.007304 -0.72751 -0.79345 -0.1299 0.653079 0.835621
1.539613 -0.8647 0.104233 -1.42698 -1.64623 -0.35195 1.265916 1.719903 0.592618 -1.07952 -1.75915 -0.82143
-0.00706 -1.21935 -1.02987 -1.10582 -0.16508 0.927427 1.167264 0.333924 -0.80642 -1.20535 -0.49608 0.669281
-1.22656 1.494036 0.594477 1.86895 1.425119 -0.32896 -1.78059 -1.59516 0.056858 1.656601 1.733272 0.216381
-0.42148 -0.50772 -0.65496 -0.28627 0.345612 0.659741 0.367307 -0.26283 -0.65132 -0.44099 0.174782 0.629861
1.644642 1.293501 1.977047 0.491764 -1.44564 -2.05393 -0.77385 1.217713 2.089712 1.04044 -0.96541 -2.08366
-0.79801 -0.87157 -1.16457 -0.46042 0.667032 1.181223 0.609402 -0.5227 -1.17423 -0.74618 0.367905 1.143743
0.732625 -1.73048 -1.06031 -1.8784 -0.9695 0.830756 1.867217 1.186968 -0.58457 -1.81866 -1.38068 0.326693
-0.00717 0.750333 0.627507 0.685262 0.11299 -0.56316 -0.72155 -0.21654 0.48755 0.743392 0.315763 -0.40218
1.647677 1.435016 2.097769 0.619181 -1.42868 -2.16302 -0.90869 1.181085 2.184974 1.180008 -0.90985 -2.1632
0.238377 -1.34322 -1.00149 -1.32059 -0.42555 0.86074 1.355667 0.6042 -0.70277 -1.36361 -0.77076 0.530726
1.725037 -0.14863 0.806974 -0.85302 -1.72875 -1.01508 0.631852 1.697859 1.202862 -0.39804 -1.63299 -1.36657
-0.83247 -1.42821 -1.65158 -0.95224 0.62259 1.625011 1.133404 -0.40025 -1.56592 -1.29189 0.169897 1.475478
-0.89901 -0.31095 -0.74739 0.091378 0.846133 0.822957 0.043158 -0.77632 -0.88205 -0.17683 0.690969 0.923495
1.515422 0.388621 1.1458 -0.27727 -1.44541 -1.28466 0.057209 1.346477 1.397799 0.163992 -1.22059 -1.48297
-0.74684 0.12517 -0.29819 0.424612 0.757031 0.393439 -0.33188 -0.75207 -0.48081 0.232503 0.732054 0.558558
1.161603 0.561683 1.100257 0.027339 -1.07071 -1.18436 -0.20911 0.958394 1.244753 0.386692 -0.82689 -1.28024
-0.24916 -1.14459 -1.09777 -0.93709 0.085145 1.029096 1.026901 0.080578 -0.93983 -1.09616 -0.24469 0.83175
-0.01729 -0.21593 -0.19105 -0.18915 -0.01335 0.174723 0.202158 0.043729 -0.1549 -0.21112 -0.07323 0.131984
-0.77344 0.325153 -0.14428 0.617523 0.811581 0.259475 -0.53119 -0.83348 -0.36947 0.434227 0.838702 0.472078
-0.69517 -1.45805 -1.60251 -1.03651 0.48245 1.557848 1.200968 -0.26008 -1.48201 -1.34139 0.032498 1.376505
-1.33619 -1.69147 -2.14527 -0.98199 1.084122 2.153501 1.24296 -0.81035 -2.11863 -1.47905 0.520362 2.041356
-1.41671 -0.44751 -1.14202 0.182643 1.339384 1.264702 0.027258 -1.23525 -1.36207 -0.23661 1.106385 1.432179
-0.21557 0.575905 0.368137 0.613376 0.29468 -0.29494 -0.6134 -0.3679 0.215847 0.601141 0.433749 -0.13243
0.457203 -1.32688 -0.8695 -1.39679 -0.63988 0.705336 1.402066 0.809742 -0.52705 -1.37928 -0.9634 0.338224
1.086357 0.024754 0.607791 -0.42958 -1.07199 -0.72882 0.284421 1.036171 0.83527 -0.13357 -0.97961 -0.925
-1.10278 -0.12932 -0.70465 0.341331 1.073495 0.818693 -0.18881 -1.02272 -0.91635 0.032514 0.951483 0.995663
-1.01323 0.455254 -0.16436 0.835612 1.067331 0.317751 -0.72397 -1.10007 -0.46478 0.597834 1.110799 0.6025
-0.30339 -1.55688 -1.47399 -1.28941 0.08065 1.376559 1.406866 0.143707 -1.25158 -1.49616 -0.36519 1.101542
-0.58658 -0.68243 -0.89117 -0.37642 0.484405 0.899875 0.488004 -0.37254 -0.89057 -0.58982 0.25321 0.863435
1.324536 -1.57479 -0.60949 -1.98315 -1.53351 0.32603 1.885825 1.711801 -0.03605 -1.75075 -1.85582 -0.25466
-0.8072 -0.06714 -0.49263 0.274861 0.789645 0.578432 -0.16459 -0.75629 -0.65266 0.051021 0.707792 0.713823
1.370529 0.067596 0.79738 -0.50888 -1.34727 -0.94699 0.323948 1.297054 1.077655 -0.13254 -1.22087 -1.18675
-0.1904 1.181309 0.891162 1.153398 0.355205 -0.76956 -1.1868 -0.5129 0.632559 1.196442 0.660322 -0.48289
1.235824 1.346734 1.800956 0.710297 -1.03341 -1.827 -0.94086 0.810303 1.816476 1.15259 -0.57098 -1.7696
0.449643 -1.55856 -1.06854 -1.60431 -0.66509 0.885614 1.622086 0.86722 -0.68496 -1.6074 -1.05199 0.470605
0.396348 1.293524 1.302611 1.011259 -0.20984 -1.23801 -1.12796 0.019131 1.148636 1.22209 0.171961 -1.03627
1.455486 1.388596 1.954865 0.656951 -1.24496 -2.00226 -0.91869 1.009519 2.009583 1.162045 -0.75387 -1.97668
1.077846 1.461652 1.812301 0.880534 -0.86079 -1.81071 -1.09587 0.626508 1.772877 1.289271 -0.37968 -1.69956
-0.37686 1.307829 0.896884 1.346032 0.557644 -0.74344 -1.36101 -0.72727 0.575114 1.348743 0.882344 -0.39528
1.315434 1.46129 1.940365 0.781333 -1.09605 -1.96573 -1.02813 0.854734 1.951757 1.254343 -0.59631 -1.89872
-1.21793 0.446441 -0.28239 0.912787 1.268748 0.458227 -0.77359 -1.29417 -0.6249 0.6189 1.293683 0.779061
1.477514 -1.4662 -0.43546 -1.94808 -1.66964 0.143858 1.825092 1.828345 0.150626 -1.66558 -1.95046 -0.44209
-0.24774 0.43362 0.231025 0.497385 0.306452 -0.16623 -0.48608 -0.35903 0.098112 0.465051 0.404425 -0.02803
0.57911 -0.48364 -0.09407 -0.68076 -0.64157 -0.01251 0.628042 0.69118 0.118849 -0.56275 -0.72696 -0.22281
-1.54225 1.612063 0.523222 2.107648 1.754313 -0.21193 -1.98333 -1.93126 -0.1036 1.819306 2.069554 0.417064
1.527319 -0.77819 0.170387 -1.3432 -1.62185 -0.40938 1.179471 1.683926 0.640187 -0.99214 -1.71229 -0.85818
-0.4108 1.140804 0.737999 1.208281 0.567675 -0.59485 -1.21047 -0.71319 0.439793 1.188435 0.844435 -0.27593
-0.12376 -1.51375 -1.34064 -1.32495 -0.0911 1.226503 1.416468 0.304139 -1.08781 -1.47964 -0.51109 0.927352
-0.90979 1.444019 0.723539 1.691649 1.104464 -0.49816 -1.64278 -1.27703 0.262809 1.561026 1.424043 -0.0222
-1.38011 0.083607 -0.67533 0.650354 1.378102 0.838829 -0.47166 -1.34851 -0.98554 0.283524 1.29192 1.112531
1.675192 0.899106 1.661681 0.120429 -1.53155 -1.77542 -0.38699 1.357245 1.853631 0.645797 -1.15578 -1.89474
1.299616 -1.63562 -0.67414 -2.0281 -1.51743 0.388356 1.937088 1.704871 -0.0948 -1.80731 -1.85819 -0.20066
-0.47388 -1.07988 -1.16473 -0.78473 0.31674 1.127003 0.901104 -0.15327 -1.06672 -0.99944 -0.01328 0.985094
0.702672 -1.55961 -0.93271 -1.71056 -0.91573 0.721016 1.694865 1.110463 -0.49489 -1.64525 -1.28297 0.258866
-0.85168 -0.34385 -0.7495 0.041762 0.794632 0.816921 0.088136 -0.72168 -0.86799 -0.21627 0.634284 0.901681
-0.98893 0.318089 -0.26666 0.700779 1.023925 0.40568 -0.58555 -1.03842 -0.53658 0.458594 1.032137 0.656739
0.630509 0.283785 0.579462 -0.00434 -0.58415 -0.6269 -0.09328 0.526102 0.661785 0.189026 -0.45752 -0.68343
-0.74998 -0.46176 -0.79377 -0.10778 0.677308 0.839681 0.230055 -0.59108 -0.86878 -0.34773 0.493026 0.880493
-0.57832 0.660064 0.242959 0.840859 0.665677 -0.12153 -0.797 -0.73971 -0.00234 0.737185 0.798946 0.12616
-0.95974 -0.13821 -0.63485 0.273717 0.930627 0.731923 -0.13971 -0.88289 -0.81435 0.002903 0.817485 0.880476
0.495498 0.527177 0.711323 0.273161 -0.41614 -0.72285 -0.36497 0.328461 0.719905 0.449472 -0.2342 -0.70255

Average 0.03458 0.017025 -0.01618 -0.03451 -0.02111 0.0117 0.033754 0.024775 -0.00698 -0.03232
Variance 1.010022 1.13473 1.086169 1.001878 1.120594 1.106079 0.999444 1.102711 1.123397 1.002913

X(1) X(2) X(3) X(4) X(5) X(6) X(7) X(8) X(9) X(10)
X(1) 0.99982 0.572027 -0.38168 -0.98448 -0.68215 0.247347 0.949431 0.778612 -0.10806 -0.89538
X(2) 0.572027 1.123268 0.641782 -0.42976 -1.10618 -0.76559 0.278883 1.066948 0.874066 -0.12243
X(3) -0.38168 0.641782 1.075198 0.520082 -0.5132 -1.07464 -0.64807 0.374337 1.052579 0.763085
X(4) -0.98448 -0.42976 0.520082 0.991758 0.551617 -0.39568 -0.97919 -0.66244 0.263356 0.947021
X(5) -0.68215 -1.10618 -0.5132 0.551617 1.109275 0.647071 -0.41005 -1.09017 -0.768 0.260271
X(6) 0.247347 -0.76559 -1.07464 -0.39568 0.647071 1.094906 0.53609 -0.51561 -1.09326 -0.66577
X(7) 0.949431 0.278883 -0.64807 -0.97919 -0.41005 0.53609 0.989348 0.533005 -0.41338 -0.97971
X(8) 0.778612 1.066948 0.374337 -0.66244 -1.09017 -0.51561 0.533005 1.091572 0.646554 -0.3929
X(9) -0.10806 0.874066 1.052579 0.263356 -0.768 -1.09326 -0.41338 0.646554 1.11205 0.555133
X(10) -0.89538 -0.12243 0.763085 0.947021 0.260271 -0.66577 -0.97971 -0.3929 0.555133 0.992782

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