::Free Statistics and Forecasting Software::

:: Partial Auto Correlation Function ::

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Server date: November 20, 2008, 11:20 am

PACF of Airline.ds by timelag

d = 0 D = 0 L = 1

Standard Error = 0.083333

Time lag	Pacf(k)	T-Stat	Sig.
1	0.948047	11.376568	***
2	-0.229422	-2.753062	**
3	0.038148	0.457773
4	0.093785	1.125425
5	0.073607	0.88328
6	0.007728	0.092731
7	0.125597	1.507166
8	0.089951	1.079416
9	0.232489	2.789863	**
10	0.166051	1.992615
11	0.171274	2.055293	**
12	-0.135431	-1.625173
13	-0.539691	-6.476295	***
14	-0.02661	-0.319322
15	0.090765	1.08918
16	0.024956	0.299467
17	0.032516	0.390187
18	0.073433	0.881192
19	0.048442	0.581305
20	-0.045542	-0.5465
21	0.045753	0.549035
22	-0.100179	-1.202147
23	0.052435	0.629219
24	0.048014	0.57617
25	-0.162746	-1.952954
26	-0.036135	-0.43362
27	0.066424	0.797085
28	0.006176	0.074113
29	0.007537	0.090446
30	0.01935	0.232206
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
36	0.046204	0.554444
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.

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Wessa, P. (2008), Free Statistics Software, Office for Research Development and Education,
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