File:Stationarycomparison.png

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Summary

Description
English: Comparison of two simulated processes, one stationary, one nonstationary
Date (UTC)
Source Own work (Original text: I (Protonk (talk)) created this work entirely by myself.)
Author Protonk (talk)
set.seed(42)
y<- w<- rnorm(1000)
for (t in 2:1000) {
y[t]<- 0.9*y[t-1]+w[t]
}
#Vector for line segments. 
xy.mat<- cbind(c(0,450,225,750,600,1000),c(6.5,6.5,7.5,7.5,8.5,8.5))
##Plot the series, with annotations for means and the Dicky-Fuller Test##
plot(1:length(y),y,xlab="t",ylab=expression(y[t]),type="l",ylim=c(-8,10),main="Stationary Time Series")
text(125,-6.5,labels=expression(ADF == -6.128));

set.seed(42)
yns<- wns<- rnorm(1000)
for (t in 3:1000) {
yns[t]<-1.5*yns[t-1]-0.5*yns[t-2]+wns[t]
}
plot(1:length(yns),yns,xlab="t",ylab=expression(y[t]),type="l",ylim=c(-100,20),main="Non-stationary Time Series")
text(125,-60,labels=expression(ADF == -2.0251));


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Original upload log

The original description page was here. All following user names refer to en.wikipedia.
Date/Time Dimensions User Comment
2011-02-10 04:34 640×640× (60279 bytes) Protonk {{Information |Description = Comparison of two simulated processes, one stationary, one nonstationary |Source = I (~~~) created this work entirely by myself. |Date = ~~~~~ |Author = ~~~ |other_versions = }}

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current08:06, 15 July 2015Thumbnail for version as of 08:06, 15 July 2015640 × 640 (59 KB)DarooooTransferred from en.wikipedia

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