::Free Statistics and Forecasting Software::

:: Auto Correlation Function ::

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Server date: November 20, 2008, 10:32 am

Auto Correlation Function (ACF) of timeseries Airline.ds by timelag (k)
Degree of non-seasonal differencing	d	0
Degree of seasonal differencing	D	0
Box-Cox transformation parameter	L	1
Standard Error of ACF		0.083333

Time lag	Acf(k)	T-Stat	Sig.
1	0.948047	11.376568	***
2	0.875575	10.506898	***
3	0.806681	9.680174	***
4	0.752625	9.031505	***
5	0.71377	8.56524	***
6	0.681734	8.180803	***
7	0.662904	7.954853	***
8	0.65561	7.867326	***
9	0.670948	8.05138	***
10	0.70272	8.432639	***
11	0.74324	8.918882	***
12	0.760395	9.124741	***
13	0.712661	8.55193	***
14	0.646342	7.756107	***
15	0.585923	7.031081	***
16	0.537955	6.455462	***
17	0.499748	5.99697	***
18	0.468734	5.624808	***
19	0.449871	5.398448	***
20	0.441629	5.299546	***
21	0.457224	5.486685	***
22	0.482482	5.789784	***
23	0.517127	6.205524	***
24	0.53219	6.386278	***
25	0.493976	5.927708	***
26	0.437721	5.252656	***
27	0.387603	4.651235	***
28	0.348025	4.1763	***
29	0.314984	3.779807	***
30	0.288497	3.461962	***
31	0.270802	3.249622	***
32	0.26429	3.171481	***
33	0.276799	3.321592	***
34	0.298521	3.582258	***
35	0.325587	3.907045	***
36	0.337024	4.044283	***
37	0.303335	3.640018	***
computations based on Sample Auto Correlation Formula

Warnings and Comments based on Artificial Intelligence

AI Engine: non-seasonal differencing (d = 1) might be needed to induce stationarity.

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

To cite Wessa.net in publications use:
Wessa, P. (2008), Free Statistics Software, Office for Research Development and Education,
version 1.1.18, URL http://www.wessa.net/

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