Properties of Weak and Strict Stationary Time Series

Asian Resonance(P: ISSN No. 0976 - 8602 RNI No.UPENG/2012/42622 VOL.-IV, ISSUE-III, July-2015 E: ISSN No. 2349 - 9443)

Abstract


 B. L. Bable 

Associate Professor & Head, Deptt .of Statistics, Dnyanopasak Mahavidyalaya, Parbhani


D. D. Pawar 

Associate Professor and Research Guide in Statistics, N.E.S. Science College, Nanded

In this paper, a time series {X t(), t Є T} on ( , C, P) is explained. Where X is a random variable (r. v.). The properties of weak and strict stationary time series with supporting real life examples have been taken and conclusion have been drawn by testing methodology of hypothesis. Number of rainy days and rainfall data for 26 years from Aurangabad District of Maharastra State were analyzed.

for full paper please visit below link :

http://www.socialresearchfoundation.com/upoadreserchpapers/1/61/1510151234211st%20b%20l%20bable.pdf


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