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:: Partial Auto Correlation Function ::

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Server date: May 26, 2017, 4:42 am

PACF of Airline.ds by timelag

d = 0 D = 0 L = 1

Standard Error = 0.171499

Time lagPacf(k)T-StatSig.
1-0.27189-1.585377
20.5147833.001676***
30.0580480.338473
40.1281880.74746
50.009990.058252
6-0.121544-0.708719
70.0211090.123086
8-0.197157-1.149615
9-0.101468-0.591655
10-0.089579-0.522333
110.010680.062273
12-0.166145-0.968783
130.0118610.06916
14-0.173319-1.010614
15-0.190845-1.11281
160.1334580.778189
17-0.113083-0.659384
180.1290580.752531
19-0.022388-0.130543
20-0.055088-0.321214
210.054180.315923
22-0.095017-0.554041
23-0.005421-0.031608
240.0610920.356223
25-0.003997-0.023309
26-0.16852-0.982633
27-0.122543-0.714543
28-0.025873-0.150865
29-0.054213-0.316115
30-0.003517-0.02051
31-0.161023-0.938917
320.0924780.539237
330.0437050.254842
34-0.048172-0.280887
350.0234560.136769
36-0.051744-0.301719
370.0479140.279387


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



Partial Auto Correlation Function of time series.

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From this analysis it can be concluded that the time series under investigation is not a white noise series.
Last computationDelete history
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Fri, 26 May 2017 04:42:23 +0100Partial Auto Correlation FunctionPrint | Word | Excel | Blog this | Delete
Fri, 26 May 2017 04:42:23 +0100Start of session-
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