> df<-[Link]("C:/Users/TANVI/Downloads/monthly_csv.

csv")
> df
Date Price
1 1950-01 34.730
2 1950-02 34.730
3 1950-03 34.730
4 1950-04 34.730
5 1950-05 34.730
6 1950-06 34.730
7 1950-07 34.730
8 1950-08 34.730
9 1950-09 34.730
10 1950-10 34.730
11 1950-11 34.730
12 1950-12 34.720
13 1951-01 34.720
14 1951-02 34.730
15 1951-03 34.730
16 1951-04 34.730
17 1951-05 34.730
18 1951-06 34.730
19 1951-07 34.720
20 1951-08 34.710
21 1951-09 34.710
22 1951-10 34.710
23 1951-11 34.730
24 1951-12 34.660
25 1952-01 34.490
26 1952-02 34.490
27 1952-03 34.680
28 1952-04 34.820
29 1952-05 34.730
30 1952-06 34.530
31 1952-07 34.570
32 1952-08 34.580
33 1952-09 34.510
34 1952-10 34.630
35 1952-11 34.720
36 1952-12 34.790
37 1953-01 34.880
38 1953-02 34.950
39 1953-03 34.920
40 1953-04 34.930
41 1953-05 34.900
42 1953-06 34.890
43 1953-07 34.910
44 1953-08 34.910
45 1953-09 34.760
46 1953-10 34.790
47 1953-11 34.860
48 1953-12 34.850
49 1954-01 34.860
50 1954-02 34.880
51 1954-03 34.920
52 1954-04 35.040
53 1954-05 35.080
54 1954-06 35.070
55 1954-07 35.080
56 1954-08 35.050
57 1954-09 35.080
58 1954-10 35.080
59 1954-11 35.060
60 1954-12 35.040
61 1955-01 35.040
62 1955-02 35.050
63 1955-03 35.060
64 1955-04 35.050
65 1955-05 35.050
66 1955-06 35.040
67 1955-07 35.050
68 1955-08 35.030
69 1955-09 34.980
70 1955-10 34.980
71 1955-11 34.980
72 1955-12 34.970
73 1956-01 34.990
74 1956-02 34.990
75 1956-03 34.990
76 1956-04 34.980
77 1956-05 34.990
78 1956-06 34.980
79 1956-07 35.000
80 1956-08 35.020
81 1956-09 35.010
82 1956-10 35.020
83 1956-11 34.980
84 1956-12 34.900
85 1957-01 34.880
86 1957-02 34.890
87 1957-03 34.910
88 1957-04 34.920
89 1957-05 34.930
90 1957-06 34.990
91 1957-07 34.990
92 1957-08 34.970
93 1957-09 34.960
94 1957-10 34.970
95 1957-11 34.970
96 1957-12 34.990
97 1958-01 35.010
98 1958-02 35.080
99 1958-03 35.090
100 1958-04 35.100
101 1958-05 35.110
102 1958-06 35.100
103 1958-07 35.110
104 1958-08 35.100
105 1958-09 35.100
106 1958-10 35.110
107 1958-11 35.100
108 1958-12 35.090
109 1959-01 35.070
110 1959-02 35.060
111 1959-03 35.060
112 1959-04 35.080
113 1959-05 35.120
114 1959-06 35.120
115 1959-07 35.130
116 1959-08 35.120
117 1959-09 35.130
118 1959-10 35.100
119 1959-11 35.060
120 1959-12 35.050
121 1960-01 35.090
122 1960-02 35.090
123 1960-03 35.090
124 1960-04 35.110
125 1960-05 35.100
126 1960-06 35.090
127 1960-07 35.100
128 1960-08 35.130
129 1960-09 35.220
130 1960-10 35.780
131 1960-11 35.820
132 1960-12 35.540
133 1961-01 35.560
134 1961-02 35.170
135 1961-03 35.080
136 1961-04 35.080
137 1961-05 35.060
138 1961-06 35.070
139 1961-07 35.110
140 1961-08 35.160
141 1961-09 35.190
142 1961-10 35.190
143 1961-11 35.190
144 1961-12 35.150
145 1962-01 35.160
146 1962-02 35.130
147 1962-03 35.090
148 1962-04 35.080
149 1962-05 35.080
150 1962-06 35.100
151 1962-07 35.120
152 1962-08 35.120
153 1962-09 35.130
154 1962-10 35.140
155 1962-11 35.090
156 1962-12 35.080
157 1963-01 35.060
158 1963-02 35.080
159 1963-03 35.100
160 1963-04 35.100
161 1963-05 35.080
162 1963-06 35.080
163 1963-07 35.090
164 1963-08 35.100
165 1963-09 35.080
166 1963-10 35.080
167 1963-11 35.080
168 1963-12 35.080
169 1964-01 35.080
170 1964-02 35.080
171 1964-03 35.080
172 1964-04 35.080
173 1964-05 35.080
174 1964-06 35.080
175 1964-07 35.080
176 1964-08 35.080
177 1964-09 35.090
178 1964-10 35.110
179 1964-11 35.100
180 1964-12 35.120
181 1965-01 35.130
182 1965-02 35.140
183 1965-03 35.160
184 1965-04 35.140
185 1965-05 35.100
186 1965-06 35.100
187 1965-07 35.120
188 1965-08 35.150
189 1965-09 35.140
190 1965-10 35.110
191 1965-11 35.110
192 1965-12 35.130
193 1966-01 35.150
194 1966-02 35.170
195 1966-03 35.150
196 1966-04 35.130
197 1966-05 35.120
198 1966-06 35.150
199 1966-07 35.180
200 1966-08 35.180
201 1966-09 35.190
202 1966-10 35.160
203 1966-11 35.160
204 1966-12 35.180
205 1967-01 35.180
206 1967-02 35.170
207 1967-03 35.160
208 1967-04 35.170
209 1967-05 35.180
210 1967-06 35.190
211 1967-07 35.190
212 1967-08 35.190
213 1967-09 35.190
214 1967-10 35.190
215 1967-11 35.200
216 1967-12 35.190
217 1968-01 35.180
218 1968-02 35.200
219 1968-03 35.200
220 1968-04 37.878
221 1968-05 40.691
222 1968-06 41.111
223 1968-07 39.530
224 1968-08 39.170
225 1968-09 40.203
226 1968-10 39.210
227 1968-11 39.795
228 1968-12 41.113
229 1969-01 42.291
230 1969-02 42.616
231 1969-03 43.171
232 1969-04 43.295
233 1969-05 43.461
234 1969-06 41.442
235 1969-07 41.755
236 1969-08 41.128
237 1969-09 40.865
238 1969-10 40.476
239 1969-11 37.452
240 1969-12 35.189
241 1970-01 34.946
242 1970-02 34.994
243 1970-03 35.089
244 1970-04 35.623
245 1970-05 35.958
246 1970-06 35.437
247 1970-07 35.329
248 1970-08 35.377
249 1970-09 36.196
250 1970-10 37.553
251 1970-11 37.455
252 1970-12 37.434
253 1971-01 37.868
254 1971-02 38.716
255 1971-03 38.873
256 1971-04 39.001
257 1971-05 40.493
258 1971-06 40.105
259 1971-07 40.929
260 1971-08 42.722
261 1971-09 41.976
262 1971-10 42.473
263 1971-11 42.842
264 1971-12 43.455
265 1972-01 45.640
266 1972-02 48.237
267 1972-03 48.288
268 1972-04 49.026
269 1972-05 54.500
270 1972-06 62.170
271 1972-07 65.558
272 1972-08 66.917
273 1972-09 65.589
274 1972-10 64.824
275 1972-11 62.726
276 1972-12 63.779
277 1973-01 65.127
278 1973-02 73.971
279 1973-03 84.105
280 1973-04 90.441
281 1973-05 101.623
282 1973-06 119.800
283 1973-07 120.364
284 1973-08 106.225
285 1973-09 103.034
286 1973-10 99.923
287 1973-11 94.645
288 1973-12 106.236
289 1974-01 129.027
290 1974-02 150.000
291 1974-03 168.298
292 1974-04 172.243
293 1974-05 163.568
294 1974-06 154.013
295 1974-07 142.283
296 1974-08 154.362
297 1974-09 151.660
298 1974-10 158.533
299 1974-11 181.483
300 1974-12 183.683
301 1975-01 176.864
302 1975-02 179.553
303 1975-03 178.203
304 1975-04 170.066
305 1975-05 167.293
306 1975-06 164.250
307 1975-07 164.867
308 1975-08 163.168
309 1975-09 144.311
310 1975-10 142.691
311 1975-11 142.565
312 1975-12 139.279
313 1976-01 131.695
314 1976-02 130.940
315 1976-03 132.676
316 1976-04 127.910
317 1976-05 126.913
318 1976-06 125.684
319 1976-07 117.866
320 1976-08 110.055
321 1976-09 114.098
322 1976-10 116.095
323 1976-11 130.341
324 1976-12 133.674
325 1977-01 132.306
326 1977-02 136.163
327 1977-03 148.339
328 1977-04 149.184
329 1977-05 146.536
330 1977-06 140.828
331 1977-07 143.383
332 1977-08 145.009
333 1977-09 149.334
334 1977-10 158.848
335 1977-11 162.132
336 1977-12 160.480
337 1978-01 173.207
338 1978-02 178.360
339 1978-03 183.771
340 1978-04 175.323
341 1978-05 176.190
342 1978-06 183.761
343 1978-07 188.569
344 1978-08 206.455
345 1978-09 212.212
346 1978-10 227.432
347 1978-11 207.082
348 1978-12 207.895
349 1979-01 226.986
350 1979-02 245.590
351 1979-03 242.348
352 1979-04 239.174
353 1979-05 257.738
354 1979-06 279.360
355 1979-07 295.009
356 1979-08 300.793
357 1979-09 354.498
358 1979-10 390.959
359 1979-11 391.518
360 1979-12 463.666
361 1980-01 674.580
362 1980-02 665.893
363 1980-03 554.276
364 1980-04 516.710
365 1980-05 514.268
366 1980-06 600.786
367 1980-07 645.750
368 1980-08 626.360
369 1980-09 673.941
370 1980-10 662.270
371 1980-11 623.875
372 1980-12 596.712
373 1981-01 557.813
374 1981-02 500.800
375 1981-03 499.693
376 1981-04 496.625
377 1981-05 480.316
378 1981-06 460.500
379 1981-07 409.284
380 1981-08 410.240
381 1981-09 443.773
382 1981-10 437.680
383 1981-11 413.405
384 1981-12 410.119
385 1982-01 384.163
386 1982-02 374.458
387 1982-03 330.413
388 1982-04 350.335
389 1982-05 334.505
390 1982-06 314.961
391 1982-07 337.895
392 1982-08 363.413
393 1982-09 438.150
394 1982-10 422.786
395 1982-11 415.114
396 1982-12 444.776
397 1983-01 481.838
398 1983-02 493.488
399 1983-03 420.707
400 1983-04 433.171
401 1983-05 437.393
402 1983-06 413.148
403 1983-07 422.645
404 1983-08 416.205
405 1983-09 412.245
406 1983-10 394.245
407 1983-11 381.016
408 1983-12 388.060
409 1984-01 370.735
410 1984-02 386.038
411 1984-03 394.743
412 1984-04 381.371
413 1984-05 376.957
414 1984-06 378.314
415 1984-07 347.598
416 1984-08 347.677
417 1984-09 340.945
418 1984-10 340.217
419 1984-11 341.286
420 1984-12 319.622
421 1985-01 302.852
422 1985-02 299.833
423 1985-03 303.205
424 1985-04 324.883
425 1985-05 316.395
426 1985-06 316.298
427 1985-07 317.202
428 1985-08 330.131
429 1985-09 323.764
430 1985-10 326.093
431 1985-11 325.548
432 1985-12 321.985
433 1986-01 345.561
434 1986-02 339.053
435 1986-03 346.095
436 1986-04 340.716
437 1986-05 342.325
438 1986-06 342.798
439 1986-07 348.554
440 1986-08 376.290
441 1986-09 418.152
442 1986-10 423.863
443 1986-11 396.983
444 1986-12 391.595
445 1987-01 408.524
446 1987-02 401.045
447 1987-03 408.848
448 1987-04 439.665
449 1987-05 461.650
450 1987-06 449.282
451 1987-07 450.330
452 1987-08 460.988
453 1987-09 460.120
454 1987-10 465.764
455 1987-11 468.140
456 1987-12 487.079
457 1988-01 477.758
458 1988-02 442.124
459 1988-03 443.491
460 1988-04 451.558
461 1988-05 451.320
462 1988-06 451.657
463 1988-07 437.452
464 1988-08 431.064
465 1988-09 413.439
466 1988-10 406.390
467 1988-11 419.966
468 1988-12 419.248
469 1989-01 404.445
470 1989-02 387.973
471 1989-03 390.274
472 1989-04 384.720
473 1989-05 371.350
474 1989-06 367.727
475 1989-07 375.210
476 1989-08 365.548
477 1989-09 361.798
478 1989-10 366.800
479 1989-11 394.361
480 1989-12 409.655
481 1990-01 410.118
482 1990-02 416.543
483 1990-03 393.661
484 1990-04 374.929
485 1990-05 368.855
486 1990-06 352.657
487 1990-07 361.820
488 1990-08 394.861
489 1990-09 389.560
490 1990-10 381.333
491 1990-11 381.866
492 1990-12 378.161
493 1991-01 384.591
494 1991-02 363.748
495 1991-03 363.390
496 1991-04 358.055
497 1991-05 357.117
498 1991-06 366.360
499 1991-07 368.013
500 1991-08 356.721
[ reached 'max' / getOption("[Link]") -- omitted 347 rows ]
> s1<-ts(df$Price,start=c(1,1950),frequency=2)
> plot(s1)

> require(graphics)
> ds<-decompose(s1)
> plot(ds)
> library(tseries)
Registered S3 method overwritten by 'quantmod':
method from
[Link] zoo

‘tseries’ version: 0.10-55

‘tseries’ is a package for time series analysis and

See ‘library(help="tseries")’ for details.

Warning message:
package ‘tseries’ was built under R version 4.3.3
> [Link](df$Price)

Augmented Dickey-Fuller Test

data: df$Price
Dickey-Fuller = -0.75633, Lag order = 9, p-value = 0.9655
alternative hypothesis: stationary

> help(diff)
> s2<-diff(s1,lag=1)
> s2
Time Series:
Start = c(976, 1)
End = c(1398, 2)
Frequency = 2
[1] 0.000 0.000 0.000 0.000 0.000 0.000 0.000
[8] 0.000 0.000 0.000 -0.010 0.000 0.010 0.000
[15] 0.000 0.000 0.000 -0.010 -0.010 0.000 0.000
[22] 0.020 -0.070 -0.170 0.000 0.190 0.140 -0.090
[29] -0.200 0.040 0.010 -0.070 0.120 0.090 0.070
[36] 0.090 0.070 -0.030 0.010 -0.030 -0.010 0.020
[43] 0.000 -0.150 0.030 0.070 -0.010 0.010 0.020
[50] 0.040 0.120 0.040 -0.010 0.010 -0.030 0.030
[57] 0.000 -0.020 -0.020 0.000 0.010 0.010 -0.010
[64] 0.000 -0.010 0.010 -0.020 -0.050 0.000 0.000
[71] -0.010 0.020 0.000 0.000 -0.010 0.010 -0.010
[78] 0.020 0.020 -0.010 0.010 -0.040 -0.080 -0.020
[85] 0.010 0.020 0.010 0.010 0.060 0.000 -0.020
 [92] -0.010 0.010 0.000 0.020 0.020 0.070 0.010
[99] 0.010 0.010 -0.010 0.010 -0.010 0.000 0.010
[106] -0.010 -0.010 -0.020 -0.010 0.000 0.020 0.040
[113] 0.000 0.010 -0.010 0.010 -0.030 -0.040 -0.010
[120] 0.040 0.000 0.000 0.020 -0.010 -0.010 0.010
[127] 0.030 0.090 0.560 0.040 -0.280 0.020 -0.390
[134] -0.090 0.000 -0.020 0.010 0.040 0.050 0.030
[141] 0.000 0.000 -0.040 0.010 -0.030 -0.040 -0.010
[148] 0.000 0.020 0.020 0.000 0.010 0.010 -0.050
[155] -0.010 -0.020 0.020 0.020 0.000 -0.020 0.000
[162] 0.010 0.010 -0.020 0.000 0.000 0.000 0.000
[169] 0.000 0.000 0.000 0.000 0.000 0.000 0.000
[176] 0.010 0.020 -0.010 0.020 0.010 0.010 0.020
[183] -0.020 -0.040 0.000 0.020 0.030 -0.010 -0.030
[190] 0.000 0.020 0.020 0.020 -0.020 -0.020 -0.010
[197] 0.030 0.030 0.000 0.010 -0.030 0.000 0.020
[204] 0.000 -0.010 -0.010 0.010 0.010 0.010 0.000
[211] 0.000 0.000 0.000 0.010 -0.010 -0.010 0.020
[218] 0.000 2.678 2.813 0.420 -1.581 -0.360 1.033
[225] -0.993 0.585 1.318 1.178 0.325 0.555 0.124
[232] 0.166 -2.019 0.313 -0.627 -0.263 -0.389 -3.024
[239] -2.263 -0.243 0.048 0.095 0.534 0.335 -0.521
[246] -0.108 0.048 0.819 1.357 -0.098 -0.021 0.434
[253] 0.848 0.157 0.128 1.492 -0.388 0.824 1.793
[260] -0.746 0.497 0.369 0.613 2.185 2.597 0.051
[267] 0.738 5.474 7.670 3.388 1.359 -1.328 -0.765
[274] -2.098 1.053 1.348 8.844 10.134 6.336 11.182
[281] 18.177 0.564 -14.139 -3.191 -3.111 -5.278 11.591
[288] 22.791 20.973 18.298 3.945 -8.675 -9.555 -11.730
[295] 12.079 -2.702 6.873 22.950 2.200 -6.819 2.689
[302] -1.350 -8.137 -2.773 -3.043 0.617 -1.699 -18.857
[309] -1.620 -0.126 -3.286 -7.584 -0.755 1.736 -4.766
[316] -0.997 -1.229 -7.818 -7.811 4.043 1.997 14.246
[323] 3.333 -1.368 3.857 12.176 0.845 -2.648 -5.708
[330] 2.555 1.626 4.325 9.514 3.284 -1.652 12.727
[337] 5.153 5.411 -8.448 0.867 7.571 4.808 17.886
[344] 5.757 15.220 -20.350 0.813 19.091 18.604 -3.242
[351] -3.174 18.564 21.622 15.649 5.784 53.705 36.461
[358] 0.559 72.148 210.914 -8.687 -111.617 -37.566 -2.442
[365] 86.518 44.964 -19.390 47.581 -11.671 -38.395 -27.163
[372] -38.899 -57.013 -1.107 -3.068 -16.309 -19.816 -51.216
[379] 0.956 33.533 -6.093 -24.275 -3.286 -25.956 -9.705
[386] -44.045 19.922 -15.830 -19.544 22.934 25.518 74.737
[393] -15.364 -7.672 29.662 37.062 11.650 -72.781 12.464
[400] 4.222 -24.245 9.497 -6.440 -3.960 -18.000 -13.229
[407] 7.044 -17.325 15.303 8.705 -13.372 -4.414 1.357
[414] -30.716 0.079 -6.732 -0.728 1.069 -21.664 -16.770
[421] -3.019 3.372 21.678 -8.488 -0.097 0.904 12.929
[428] -6.367 2.329 -0.545 -3.563 23.576 -6.508 7.042
[435] -5.379 1.609 0.473 5.756 27.736 41.862 5.711
[442] -26.880 -5.388 16.929 -7.479 7.803 30.817 21.985
[449] -12.368 1.048 10.658 -0.868 5.644 2.376 18.939
[456] -9.321 -35.634 1.367 8.067 -0.238 0.337 -14.205
[463] -6.388 -17.625 -7.049 13.576 -0.718 -14.803 -16.472
[470] 2.301 -5.554 -13.370 -3.623 7.483 -9.662 -3.750
[477] 5.002 27.561 15.294 0.463 6.425 -22.882 -18.732
[484] -6.074 -16.198 9.163 33.041 -5.301 -8.227 0.533
[491] -3.705 6.430 -20.843 -0.358 -5.335 -0.938 9.243
[498] 1.653 -11.292 -8.261 10.366 1.134 1.915 -7.439
[505] -0.583 -9.212 -5.913 -1.689 3.745 11.668 -8.849
[512] 1.697 -1.023 -9.353 -0.267 -5.664 0.317 0.664
[519] 11.974 25.097 4.869 20.120 -12.239 -24.234 8.444
[526] 9.934 9.304 3.867 -5.452 2.342 -6.092 3.435
[533] 4.371 -0.264 -5.243 11.141 -1.184 -5.787 -4.897
[540] -0.742 -1.993 5.075 9.519 -6.108 2.387 -1.480
[547] -2.636 -0.571 0.271 2.007 2.236 11.250 6.224
[554] -8.407 -3.642 -0.880 -6.745 -1.788 4.053 -4.220
[561] -2.381 -3.040 -8.531 -14.313 -8.625 5.911 -7.604
[568] -0.607 -3.295 -17.025 0.218 -1.382 2.247 -18.518
[575] -17.569 0.488 8.479 -1.873 12.688 -9.587 -6.748
[582] 0.651 -8.646 4.433 7.934 -2.352 -2.886 -4.024
[589] 0.162 -1.252 -3.623 -5.688 -15.530 -5.204 0.738
[596] 7.534 47.092 -17.912 -9.907 0.847 16.265 -14.151
[603] -6.743 -4.668 10.075 -3.216 -7.629 -0.847 -3.271
[610] -4.416 5.903 -5.958 -3.916 1.255 -2.523 11.307
[617] -1.319 -3.031 4.950 9.821 0.844 -7.074 -0.256
[624] 5.772 13.919 -1.330 8.509 11.618 7.056 -7.969
[631] -3.522 8.755 -2.052 2.507 14.045 23.564 2.711
[638] -18.011 -13.356 27.197 1.507 -6.147 8.228 19.866
[645] 0.234 11.107 17.474 6.821 -9.765 1.246 -1.126
[652] -20.897 7.827 6.661 1.692 5.269 14.808 18.849
[659] 3.915 -18.894 -0.650 10.925 -5.215 -6.237 7.399
[666] -5.557 13.028 18.163 14.171 6.561 32.755 40.010
[673] 6.085 1.697 54.638 64.916 -78.871 35.195 -1.536
[680] -31.407 -13.502 40.177 2.688 0.839 34.751 -9.212
[687] 24.117 -11.698 -12.596 9.552 -0.736 46.115 43.835
[694] 53.831 -4.693 84.166 36.499 46.772 -59.455 -22.475
[701] 0.411 51.631 -100.779 -15.468 -12.105 -54.965 62.090
[708] 37.786 82.037 -13.774 -33.326 34.192 20.952 -13.535
[715] 15.228 46.943 47.068 82.608 8.893 -15.437 -23.775
[722] 19.754 32.921 55.846 28.061 -36.382 17.464 57.997
[729] 71.729 28.594 21.728 -33.037 10.838 51.535 51.583
[736] 37.757 16.192 40.146 190.974 21.148 -112.755 68.084
[743] -83.252 3.370 87.000 -68.038 -26.518 -63.425 10.518
[750] -2.848 32.898 116.243 4.423 -21.996 -37.010 -15.456
[757] -41.198 -39.675 -105.108 -69.762 -73.443 -58.352 60.700
[764] 3.416 -34.062 -36.985 -55.829 21.480 55.645 37.847
[771] -37.385 -10.262 -11.056 35.132 -15.984 -55.675 -17.765
[778] -47.152 24.027 48.893 -18.233 -50.464 17.617 -0.569
[785] -15.436 -50.668 -14.055 7.380 32.218 -68.735 -20.071
[792] 27.338 99.238 51.419 -4.860 18.303 13.825 63.849
[799] 3.432 -14.243 -57.689 -28.636 -88.128 40.483 40.742
[806] -2.327 36.087 -21.900 16.027 -26.177 46.620 35.325
[813] -36.368 2.512 -17.515 67.135 0.966 -8.213 9.770
[820] -31.714 -21.492 -44.062 -36.205 -2.661 15.528 6.549
[827] 28.612 41.743 28.125 -17.469 -14.636 -5.190 76.028
[834] 56.123 82.491 13.234 -15.571 -22.844 8.104 80.643
[841] 38.150 -5.054 86.266 35.667 18.335 106.775
> plot(s2)

> [Link](s2)
 Augmented Dickey-Fuller Test

data: s2
Dickey-Fuller = -7.8524, Lag order = 9, p-value = 0.01
alternative hypothesis: stationary
Warning message:
In [Link](s2) : p-value smaller than printed p-value
> ds1<-decompose(s2)
> plot(ds1)