You are on page 1of 26

ACF VARIABLES=Abs.

error
/NOLOG
/MXAUTO 128
/SERROR=IND
/PACF.

ACF
Notes
Output Created

1632016 071041

Comments
Input

Data

C:\weather\mintemp12\errors_cub_
06\sqrterrs_3dayahead.sav

Active Dataset

DataSet1

Filter

Station.n=1 (FILTER)

Weight

<none>

Split File

<none>

N of Rows in Working
Data File

Missing Value Handling

Date

<none>

Definition of Missing

User-defined missing values are


treated as missing.

Cases Used

For a given time series variable,


cases with missing values are not
used in the analysis. Also, cases
with negative or zero values are not
used, if the log transform is
requested.

Syntax

Resources

Use

1826

ACF VARIABLES=Abs.error

/NOLOG

/MXAUTO 128

/SERROR=IND

/PACF.

Processor Time

0:00:00.454

Elapsed Time

0:00:00.470

From

First observation

To

Last observation

Page 1

Notes
Time Series Settings
(TSET)

Amount of Output

PRINT = DEFAULT

Saving New Variables

NEWVAR = CURRENT

Maximum Number of
Lags in Autocorrelation or
Partial Autocorrelation
Plots

MXAUTO = 16

Maximum Number of
Lags Per CrossCorrelation Plots

MXCROSS = 7

Maximum Number of New


Variables Generated Per
Procedure

MXNEWVAR = 60

Maximum Number of New


Cases Per Procedure

MXPREDICT = 1000

Treatment of UserMissing Values

MISSING = EXCLUDE

Confidence Interval
Percentage Value

CIN = 95

Tolerance for Entering


Variables in Regression
Equations

TOLER = .0001

Maximum Iterative
Parameter Change

CNVERGE = .001

Method of Calculating Std.


Errors for
Autocorrelations

ACFSE = IND

Length of Seasonal
Period

Unspecified

Variable Whose Values


Label Observations in
Plots

Unspecified

Equations Include

CONSTANT

[DataSet1] C:\weather\mintemp12\errors_cub_06\sqrterrs_3dayahead.sav
Warnings
Some of the missing cases are imbedded within the series.

Page 2

Model Description
Model Name
Series Name

MOD_7
1

Abs.error

Transformation

None

Non-Seasonal Differencing

Seasonal Differencing

Length of Seasonal Period

No periodicity

Maximum Number of Lags

128

Process Assumed for Calculating the


Standard Errors of the Autocorrelations

Independence(white
noise)
a

Display and Plot

All lags

Applying the model specifications from MOD_7


a. Not applicable for calculating the standard errors of the partial
autocorrelations.
Case Processing Summary
Abs.error
1826

Series Length
Number of Missing
Values

User-Missing

System-Missing

23

Number of Valid Values

1803

Number of Computable First Lags

1794

a. Some of the missing values are imbedded within the series.

Abs.error

Page 3

Autocorrelations
Series:Abs.error
Box-Ljung Statistic
Autocorrelatio
n
.529

Std. Error
.023

Value
508.401

.361

.023

.300

Sig.
.000

745.490

.000

.023

909.226

.000

.253

.023

1025.628

.000

.206

.023

1103.239

.000

.195

.023

1172.952

.000

.202

.023

1247.382

.000

.171

.023

1300.462

.000

.158

.023

1346.323

.000

10

.142

.023

1383.101

10

.000

11

.119

.023

1409.126

11

.000

12

.133

.023

1441.673

12

.000

13

.142

.023

1478.503

13

.000

14

.161

.023

1525.607

14

.000

15

.170

.023

1578.464

15

.000

16

.146

.023

1617.400

16

.000

17

.135

.023

1650.655

17

.000

18

.155

.023

1694.792

18

.000

19

.166

.023

1745.310

19

.000

20

.142

.023

1782.293

20

.000

21

.134

.023

1815.107

21

.000

22

.136

.023

1848.963

22

.000

23

.106

.023

1869.742

23

.000

24

.098

.023

1887.456

24

.000

25

.100

.023

1906.015

25

.000

26

.099

.023

1923.895

26

.000

27

.079

.023

1935.434

27

.000

28

.072

.023

1944.870

28

.000

29

.067

.023

1953.225

29

.000

30

.045

.023

1956.933

30

.000

31

.070

.023

1965.855

31

.000

32

.058

.023

1972.139

32

.000

33

.071

.023

1981.518

33

.000

34

.093

.023

1997.340

34

.000

Lag
1

df

a. The underlying process assumed is independence (white noise).


b. Based on the asymptotic chi-square approximation.

Page 4

Autocorrelations
Series:Abs.error
Box-Ljung Statistic
Autocorrelatio
n
.085

Std. Error
.023

Value
2010.752

36

.099

.023

37

.089

38

35

Sig.
.000

2028.847

36

.000

.023

2043.391

37

.000

.070

.023

2052.421

38

.000

39

.061

.023

2059.368

39

.000

40

.032

.023

2061.287

40

.000

41

.017

.023

2061.792

41

.000

42

-.005

.023

2061.832

42

.000

43

.001

.023

2061.832

43

.000

44

.001

.023

2061.836

44

.000

45

.016

.023

2062.313

45

.000

46

.018

.023

2062.890

46

.000

47

.027

.023

2064.273

47

.000

48

.036

.023

2066.737

48

.000

49

.034

.023

2068.829

49

.000

50

.032

.023

2070.693

50

.000

51

-.002

.023

2070.705

51

.000

52

.006

.023

2070.763

52

.000

53

.017

.023

2071.297

53

.000

54

.010

.023

2071.481

54

.000

55

.039

.023

2074.316

55

.000

56

.034

.023

2076.481

56

.000

57

.034

.023

2078.603

57

.000

58

.047

.023

2082.739

58

.000

59

.051

.023

2087.697

59

.000

60

.052

.023

2092.770

60

.000

61

.013

.023

2093.109

61

.000

62

-.001

.023

2093.111

62

.000

63

.015

.023

2093.517

63

.000

64

.019

.023

2094.166

64

.000

65

.012

.023

2094.452

65

.000

66

.020

.023

2095.188

66

.000

67

.027

.023

2096.601

67

.000

68

.053

.023

2101.985

68

.000

Lag
35

df

a. The underlying process assumed is independence (white noise).


b. Based on the asymptotic chi-square approximation.

Page 5

Autocorrelations
Series:Abs.error
Box-Ljung Statistic
Autocorrelatio
n
.046

Std. Error
.023

Value
2105.911

70

.053

.023

71

.037

72

69

Sig.
.000

2111.145

70

.000

.023

2113.698

71

.000

.047

.023

2117.896

72

.000

73

.059

.023

2124.454

73

.000

74

.046

.023

2128.524

74

.000

75

.070

.023

2137.906

75

.000

76

.047

.023

2142.034

76

.000

77

.031

.023

2143.808

77

.000

78

.018

.023

2144.452

78

.000

79

.017

.023

2144.969

79

.000

80

.037

.023

2147.620

80

.000

81

.058

.023

2153.964

81

.000

82

.058

.023

2160.274

82

.000

83

.065

.023

2168.379

83

.000

84

.070

.023

2177.700

84

.000

85

.049

.023

2182.257

85

.000

86

.028

.023

2183.738

86

.000

87

.021

.023

2184.544

87

.000

88

-.014

.023

2184.905

88

.000

89

-.027

.023

2186.337

89

.000

90

-.006

.023

2186.410

90

.000

91

-.009

.023

2186.555

91

.000

92

-.005

.023

2186.598

92

.000

93

-.004

.023

2186.626

93

.000

94

.026

.023

2187.883

94

.000

95

-.012

.023

2188.137

95

.000

96

-.013

.023

2188.462

96

.000

97

-.013

.023

2188.769

97

.000

98

-.017

.023

2189.329

98

.000

99

.008

.023

2189.454

99

.000

100

.014

.023

2189.855

100

.000

101

-.001

.023

2189.856

101

.000

102

-.020

.023

2190.644

102

.000

Lag
69

df

a. The underlying process assumed is independence (white noise).


b. Based on the asymptotic chi-square approximation.

Page 6

Autocorrelations
Series:Abs.error
Box-Ljung Statistic
Lag
103

Autocorrelatio
n
-.027

Std. Error
.023

Value
2192.019

df
103

Sig.
.000

104

-.047

.023

2196.221

104

.000

105

-.051

.023

2201.206

105

.000

106

-.079

.023

2213.166

106

.000

107

-.058

.023

2219.746

107

.000

108

-.050

.023

2224.494

108

.000

109

-.033

.023

2226.631

109

.000

110

-.052

.023

2231.796

110

.000

111

-.062

.023

2239.269

111

.000

112

-.047

.023

2243.476

112

.000

113

-.058

.023

2250.034

113

.000

114

-.055

.023

2255.877

114

.000

115

-.084

.023

2269.504

115

.000

116

-.042

.023

2272.977

116

.000

117

-.034

.023

2275.238

117

.000

118

-.046

.023

2279.254

118

.000

119

-.058

.023

2285.727

119

.000

120

-.080

.023

2298.191

120

.000

121

-.087

.023

2312.805

121

.000

122

-.106

.023

2334.405

122

.000

123

-.102

.023

2354.728

123

.000

124

-.134

.023

2389.391

124

.000

125

-.127

.023

2420.856

125

.000

126

-.127

.023

2452.415

126

.000

127

-.120

.023

2480.393

127

.000

128

-.112

.023

2504.992

128

.000

a. The underlying process assumed is independence (white noise).


b. Based on the asymptotic chi-square approximation.

Page 7

Abs.error
Coefficient
Upper Confidence Limit
Lower Confidence Limit

1.0

ACF

0.5

0.0

-0.5

-1.0
1

11

21

31

41

51

61

71

81

91

101 111 121

Lag Number

Page 8

Partial Autocorrelations
Series:Abs.error
Partial
Autocorrelatio
n
.529

Std. Error
.024

.112

.024

.100

.024

.055

.024

.024

.024

.052

.024

.064

.024

.007

.024

.027

.024

10

.010

.024

11

-.001

.024

12

.046

.024

13

.035

.024

14

.054

.024

15

.044

.024

16

-.004

.024

17

.012

.024

18

.052

.024

19

.039

.024

20

-.005

.024

21

.007

.024

22

.017

.024

23

-.020

.024

24

.005

.024

25

.011

.024

26

.007

.024

27

-.018

.024

28

-.008

.024

29

-.004

.024

30

-.025

.024

31

.036

.024

32

-.017

.024

33

.020

.024

34

.033

.024

35

.000

.024

36

.033

.024

Lag
1

Page 9

Partial Autocorrelations
Series:Abs.error
Partial
Autocorrelatio
n
-.004

Std. Error
.024

38

-.018

.024

39

-.003

.024

40

-.045

.024

41

-.026

.024

42

-.030

.024

43

-.005

.024

44

-.005

.024

45

.020

.024

46

-.001

.024

47

.019

.024

48

.016

.024

49

.001

.024

50

.000

.024

51

-.051

.024

52

.005

.024

53

.007

.024

54

-.009

.024

55

.043

.024

56

-.001

.024

57

.010

.024

58

.032

.024

59

.017

.024

60

.016

.024

61

-.041

.024

62

-.028

.024

63

.021

.024

64

.008

.024

65

-.006

.024

66

.020

.024

67

.004

.024

68

.045

.024

69

.002

.024

70

.014

.024

71

-.016

.024

72

.013

.024

Lag
37

Page 10

Partial Autocorrelations
Series:Abs.error
Partial
Autocorrelatio
n
.018

Std. Error
.024

74

-.013

.024

75

.045

.024

76

-.018

.024

77

-.011

.024

78

-.015

.024

79

-.003

.024

80

.036

.024

81

.026

.024

82

-.002

.024

83

.018

.024

84

.009

.024

85

-.016

.024

86

-.026

.024

87

-.012

.024

88

-.056

.024

89

-.034

.024

90

.016

.024

91

-.018

.024

92

.003

.024

93

-.007

.024

94

.026

.024

95

-.052

.024

96

-.001

.024

97

-.010

.024

98

-.006

.024

99

.030

.024

100

.011

.024

101

-.019

.024

102

-.030

.024

103

-.018

.024

104

-.038

.024

105

-.015

.024

106

-.064

.024

107

.019

.024

108

.001

.024

Lag
73

Page 11

Partial Autocorrelations
Series:Abs.error

Lag
109

Partial
Autocorrelatio
n
.019

Std. Error
.024

110

-.008

.024

111

-.013

.024

112

.011

.024

113

-.022

.024

114

.001

.024

115

-.057

.024

116

.045

.024

117

.008

.024

118

-.026

.024

119

-.018

.024

120

-.036

.024

121

-.011

.024

122

-.030

.024

123

-.013

.024

124

-.045

.024

125

-.004

.024

126

-.013

.024

127

-.003

.024

128

-.012

.024

Page 12

Abs.error
Coefficient
Upper Confidence Limit
Lower Confidence Limit

1.0

Partial ACF

0.5

0.0

-0.5

-1.0
1

11

21

31

41

51

61

71

81

91

101 111 121

Lag Number

ACF VARIABLES=Abs.error
/NOLOG
/MXAUTO 128
/SERROR=MA
/PACF.

ACF

Page 13

Notes
Output Created

1632016 071058

Comments
Input

Data

C:\weather\mintemp12\errors_cub_
06\sqrterrs_3dayahead.sav

Active Dataset

DataSet1

Filter

Station.n=1 (FILTER)

Weight

<none>

Split File

<none>

N of Rows in Working
Data File

Missing Value Handling

Date

<none>

Definition of Missing

User-defined missing values are


treated as missing.

Cases Used

For a given time series variable,


cases with missing values are not
used in the analysis. Also, cases
with negative or zero values are not
used, if the log transform is
requested.

Syntax

Resources

Use

1826

ACF VARIABLES=Abs.error

/NOLOG

/MXAUTO 128

/SERROR=MA

/PACF.

Processor Time

0:00:00.407

Elapsed Time

0:00:00.423

From

First observation

To

Last observation

Page 14

Notes
Time Series Settings
(TSET)

Amount of Output

PRINT = DEFAULT

Saving New Variables

NEWVAR = CURRENT

Maximum Number of
Lags in Autocorrelation or
Partial Autocorrelation
Plots

MXAUTO = 16

Maximum Number of
Lags Per CrossCorrelation Plots

MXCROSS = 7

Maximum Number of New


Variables Generated Per
Procedure

MXNEWVAR = 60

Maximum Number of New


Cases Per Procedure

MXPREDICT = 1000

Treatment of UserMissing Values

MISSING = EXCLUDE

Confidence Interval
Percentage Value

CIN = 95

Tolerance for Entering


Variables in Regression
Equations

TOLER = .0001

Maximum Iterative
Parameter Change

CNVERGE = .001

Method of Calculating Std.


Errors for
Autocorrelations

ACFSE = IND

Length of Seasonal
Period

Unspecified

Variable Whose Values


Label Observations in
Plots

Unspecified

Equations Include

CONSTANT

[DataSet1] C:\weather\mintemp12\errors_cub_06\sqrterrs_3dayahead.sav
Warnings
Some of the missing cases are imbedded within the series.

Page 15

Model Description
Model Name
Series Name

MOD_8
1

Abs.error

Transformation

None

Non-Seasonal Differencing

Seasonal Differencing

Length of Seasonal Period

No periodicity

Maximum Number of Lags

128

Process Assumed for Calculating the


Standard Errors of the Autocorrelations

MA with the order equal to


the lag number minus one
(the Bartlett
approximation is
a
used)

Display and Plot

All lags

Applying the model specifications from MOD_8


a. Not applicable for calculating the standard errors of the partial
autocorrelations.
Case Processing Summary
Abs.error
1826

Series Length
Number of Missing
Values

User-Missing

System-Missing

23

Number of Valid Values

1803

Number of Computable First Lags

1794

a. Some of the missing values are imbedded within the series.

Abs.error

Page 16

Autocorrelations
Series:Abs.error
Box-Ljung Statistic
Autocorrelatio
n
.529

Std. Error
.024

Value
508.401

.361

.029

.300

Sig.
.000

745.490

.000

.032

909.226

.000

.253

.033

1025.628

.000

.206

.034

1103.239

.000

.195

.035

1172.952

.000

.202

.036

1247.382

.000

.171

.036

1300.462

.000

.158

.037

1346.323

.000

10

.142

.037

1383.101

10

.000

11

.119

.037

1409.126

11

.000

12

.133

.038

1441.673

12

.000

13

.142

.038

1478.503

13

.000

14

.161

.038

1525.607

14

.000

15

.170

.039

1578.464

15

.000

16

.146

.039

1617.400

16

.000

17

.135

.039

1650.655

17

.000

18

.155

.040

1694.792

18

.000

19

.166

.040

1745.310

19

.000

20

.142

.040

1782.293

20

.000

21

.134

.041

1815.107

21

.000

22

.136

.041

1848.963

22

.000

23

.106

.041

1869.742

23

.000

24

.098

.041

1887.456

24

.000

25

.100

.041

1906.015

25

.000

26

.099

.041

1923.895

26

.000

27

.079

.042

1935.434

27

.000

28

.072

.042

1944.870

28

.000

29

.067

.042

1953.225

29

.000

30

.045

.042

1956.933

30

.000

31

.070

.042

1965.855

31

.000

32

.058

.042

1972.139

32

.000

33

.071

.042

1981.518

33

.000

Lag
1

df

a. The underlying process assumed is MA with the order equal to the


lag number minus one. The Bartlett approximation is used.
b. Based on the asymptotic chi-square approximation.

Page 17

Autocorrelations
Series:Abs.error
Box-Ljung Statistic
Autocorrelatio
n
.093

Std. Error
.042

Value
1997.340

35

.085

.042

36

.099

37

34

Sig.
.000

2010.752

35

.000

.042

2028.847

36

.000

.089

.042

2043.391

37

.000

38

.070

.042

2052.421

38

.000

39

.061

.042

2059.368

39

.000

40

.032

.043

2061.287

40

.000

41

.017

.043

2061.792

41

.000

42

-.005

.043

2061.832

42

.000

43

.001

.043

2061.832

43

.000

44

.001

.043

2061.836

44

.000

45

.016

.043

2062.313

45

.000

46

.018

.043

2062.890

46

.000

47

.027

.043

2064.273

47

.000

48

.036

.043

2066.737

48

.000

49

.034

.043

2068.829

49

.000

50

.032

.043

2070.693

50

.000

51

-.002

.043

2070.705

51

.000

52

.006

.043

2070.763

52

.000

53

.017

.043

2071.297

53

.000

54

.010

.043

2071.481

54

.000

55

.039

.043

2074.316

55

.000

56

.034

.043

2076.481

56

.000

57

.034

.043

2078.603

57

.000

58

.047

.043

2082.739

58

.000

59

.051

.043

2087.697

59

.000

60

.052

.043

2092.770

60

.000

61

.013

.043

2093.109

61

.000

62

-.001

.043

2093.111

62

.000

63

.015

.043

2093.517

63

.000

64

.019

.043

2094.166

64

.000

65

.012

.043

2094.452

65

.000

66

.020

.043

2095.188

66

.000

Lag
34

df

a. The underlying process assumed is MA with the order equal to the


lag number minus one. The Bartlett approximation is used.
b. Based on the asymptotic chi-square approximation.

Page 18

Autocorrelations
Series:Abs.error
Box-Ljung Statistic
Autocorrelatio
n
.027

Std. Error
.043

Value
2096.601

68

.053

.043

69

.046

70

67

Sig.
.000

2101.985

68

.000

.043

2105.911

69

.000

.053

.043

2111.145

70

.000

71

.037

.043

2113.698

71

.000

72

.047

.043

2117.896

72

.000

73

.059

.043

2124.454

73

.000

74

.046

.043

2128.524

74

.000

75

.070

.043

2137.906

75

.000

76

.047

.043

2142.034

76

.000

77

.031

.043

2143.808

77

.000

78

.018

.043

2144.452

78

.000

79

.017

.043

2144.969

79

.000

80

.037

.043

2147.620

80

.000

81

.058

.043

2153.964

81

.000

82

.058

.043

2160.274

82

.000

83

.065

.043

2168.379

83

.000

84

.070

.043

2177.700

84

.000

85

.049

.043

2182.257

85

.000

86

.028

.043

2183.738

86

.000

87

.021

.043

2184.544

87

.000

88

-.014

.043

2184.905

88

.000

89

-.027

.043

2186.337

89

.000

90

-.006

.043

2186.410

90

.000

91

-.009

.043

2186.555

91

.000

92

-.005

.043

2186.598

92

.000

93

-.004

.043

2186.626

93

.000

94

.026

.043

2187.883

94

.000

95

-.012

.043

2188.137

95

.000

96

-.013

.043

2188.462

96

.000

97

-.013

.043

2188.769

97

.000

98

-.017

.043

2189.329

98

.000

99

.008

.043

2189.454

99

.000

Lag
67

df

a. The underlying process assumed is MA with the order equal to the


lag number minus one. The Bartlett approximation is used.
b. Based on the asymptotic chi-square approximation.

Page 19

Autocorrelations
Series:Abs.error
Box-Ljung Statistic
Lag
100

Autocorrelatio
n
.014

Std. Error
.043

Value
2189.855

df
100

Sig.
.000

101

-.001

.043

2189.856

101

.000

102

-.020

.043

2190.644

102

.000

103

-.027

.043

2192.019

103

.000

104

-.047

.043

2196.221

104

.000

105

-.051

.043

2201.206

105

.000

106

-.079

.043

2213.166

106

.000

107

-.058

.044

2219.746

107

.000

108

-.050

.044

2224.494

108

.000

109

-.033

.044

2226.631

109

.000

110

-.052

.044

2231.796

110

.000

111

-.062

.044

2239.269

111

.000

112

-.047

.044

2243.476

112

.000

113

-.058

.044

2250.034

113

.000

114

-.055

.044

2255.877

114

.000

115

-.084

.044

2269.504

115

.000

116

-.042

.044

2272.977

116

.000

117

-.034

.044

2275.238

117

.000

118

-.046

.044

2279.254

118

.000

119

-.058

.044

2285.727

119

.000

120

-.080

.044

2298.191

120

.000

121

-.087

.044

2312.805

121

.000

122

-.106

.044

2334.405

122

.000

123

-.102

.044

2354.728

123

.000

124

-.134

.044

2389.391

124

.000

125

-.127

.045

2420.856

125

.000

126

-.127

.045

2452.415

126

.000

127

-.120

.045

2480.393

127

.000

128

-.112

.045

2504.992

128

.000

a. The underlying process assumed is MA with the order equal to the


lag number minus one. The Bartlett approximation is used.
b. Based on the asymptotic chi-square approximation.

Page 20

Abs.error
Coefficient
Upper Confidence Limit
Lower Confidence Limit

1.0

ACF

0.5

0.0

-0.5

-1.0
1

11

21

31

41

51

61

71

81

91

101 111 121

Lag Number

Page 21

Partial Autocorrelations
Series:Abs.error
Partial
Autocorrelatio
n
.529

Std. Error
.024

.112

.024

.100

.024

.055

.024

.024

.024

.052

.024

.064

.024

.007

.024

.027

.024

10

.010

.024

11

-.001

.024

12

.046

.024

13

.035

.024

14

.054

.024

15

.044

.024

16

-.004

.024

17

.012

.024

18

.052

.024

19

.039

.024

20

-.005

.024

21

.007

.024

22

.017

.024

23

-.020

.024

24

.005

.024

25

.011

.024

26

.007

.024

27

-.018

.024

28

-.008

.024

29

-.004

.024

30

-.025

.024

31

.036

.024

32

-.017

.024

33

.020

.024

34

.033

.024

35

.000

.024

36

.033

.024

Lag
1

Page 22

Partial Autocorrelations
Series:Abs.error
Partial
Autocorrelatio
n
-.004

Std. Error
.024

38

-.018

.024

39

-.003

.024

40

-.045

.024

41

-.026

.024

42

-.030

.024

43

-.005

.024

44

-.005

.024

45

.020

.024

46

-.001

.024

47

.019

.024

48

.016

.024

49

.001

.024

50

.000

.024

51

-.051

.024

52

.005

.024

53

.007

.024

54

-.009

.024

55

.043

.024

56

-.001

.024

57

.010

.024

58

.032

.024

59

.017

.024

60

.016

.024

61

-.041

.024

62

-.028

.024

63

.021

.024

64

.008

.024

65

-.006

.024

66

.020

.024

67

.004

.024

68

.045

.024

69

.002

.024

70

.014

.024

71

-.016

.024

72

.013

.024

Lag
37

Page 23

Partial Autocorrelations
Series:Abs.error
Partial
Autocorrelatio
n
.018

Std. Error
.024

74

-.013

.024

75

.045

.024

76

-.018

.024

77

-.011

.024

78

-.015

.024

79

-.003

.024

80

.036

.024

81

.026

.024

82

-.002

.024

83

.018

.024

84

.009

.024

85

-.016

.024

86

-.026

.024

87

-.012

.024

88

-.056

.024

89

-.034

.024

90

.016

.024

91

-.018

.024

92

.003

.024

93

-.007

.024

94

.026

.024

95

-.052

.024

96

-.001

.024

97

-.010

.024

98

-.006

.024

99

.030

.024

100

.011

.024

101

-.019

.024

102

-.030

.024

103

-.018

.024

104

-.038

.024

105

-.015

.024

106

-.064

.024

107

.019

.024

108

.001

.024

Lag
73

Page 24

Partial Autocorrelations
Series:Abs.error

Lag
109

Partial
Autocorrelatio
n
.019

Std. Error
.024

110

-.008

.024

111

-.013

.024

112

.011

.024

113

-.022

.024

114

.001

.024

115

-.057

.024

116

.045

.024

117

.008

.024

118

-.026

.024

119

-.018

.024

120

-.036

.024

121

-.011

.024

122

-.030

.024

123

-.013

.024

124

-.045

.024

125

-.004

.024

126

-.013

.024

127

-.003

.024

128

-.012

.024

Page 25

Abs.error
Coefficient
Upper Confidence Limit
Lower Confidence Limit

1.0

Partial ACF

0.5

0.0

-0.5

-1.0
1

11

21

31

41

51

61

71

81

91

101 111 121

Lag Number

Page 26

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