Previous Page | Next Page

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 and is used to produce the approximate 95% confidence intervals depicted by the dots in the plot.

Previous Page | Next Page | Top of Page