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:: Partial Auto Correlation Function ::

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Server date: May 18, 2008, 3:03 am

PACF of Airline.ds by timelag

d = 0 D = 0 L = 1

Standard Error = 0.083333

Time lagPacf(k)T-StatSig.
10.94804711.376568***
2-0.229422-2.753062**
30.0381480.457773
40.0937851.125425
50.0736070.88328
60.0077280.092731
70.1255971.507166
80.0899511.079416
90.2324892.789863**
100.1660511.992615
110.1712742.055293**
12-0.135431-1.625173
13-0.539691-6.476295***
14-0.02661-0.319322
150.0907651.08918
160.0249560.299467
170.0325160.390187
180.0734330.881192
190.0484420.581305
20-0.045542-0.5465
210.0457530.549035
22-0.100179-1.202147
230.0524350.629219
240.0480140.57617
25-0.162746-1.952954
26-0.036135-0.43362
270.0664240.797085
280.0061760.074113
290.0075370.090446
300.019350.232206
31-0.010251-0.123018
32-0.01831-0.219722
33-0.029001-0.348016
34-0.014805-0.17766
35-0.047725-0.572695
360.0462040.554444
37-0.066698-0.800371


Warning: more than 5% of all PACF coefficients are significantly different from zero at the 5% level.
Warning: more than 1% of all PACF coefficients are significantly different from zero at the 1% level.

Partial Auto Correlation Function of time series.
From this analysis it can be concluded that the time series under investigation is not a white noise series.
Last computationDelete history
Server DateModuleCommand
Sun, 18 May 2008 03:03:16 -0600Partial Auto Correlation FunctionPrint | Word | Excel | Blog this | Delete
Sun, 18 May 2008 03:03:16 -0600Start of session-

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