Chapter Contents
Chapter Contents
Previous
Previous
Next
Next
The ARIMA Procedure

The Partial Autocorrelation Function

The approximation for a standard error for the estimated partial autocorrelation function at lag k is based on a null hypothesis that a pure autoregressive Gaussian process of order k-1 generated the time series. This standard error is {1/\sqrt{n}} and is used to produce the approximate 95% confidence intervals depicted by the dots in the plot.

Chapter Contents
Chapter Contents
Previous
Previous
Next
Next
Top
Top

Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.