Seasonal ACF PACF PDF

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Summary

Seasonal ACF and PACF...

Description

GROUP1

ACF 















ACF 

12 2

2

(1-L ) (1-L)lnYt











ACF Estimated Autocorrelations for 1 Nonseasonal Differences 1 Seasonal

12

(1-L) (1-L )Yt 1,0

1 1,0

,5

0.5

0,5

0,0

ACF

Límites confidencial coefficient 0,0

ACF

-,5

-0,5

Coeficiente

-1,0 1

3

5

2

lags

7

4

6

9 8

11 10

13 12

-0.5

15 14

16

Lags

-1,0

0

es

-1

58 55 52 49 46 43 40 37 34 31 28 25 22 19 16 13 10 7 4 1

0

No de retardos

PACF

2

(1-L12)2(1-L)lnYt

10

20

30

40

50

60

lag Estimated Partial Autocorrelations for 1 Nonseasonal Differences 1 Seasonal

12

(1-L) (1-L )Yt 1,0

1

1,0

,5

0.5

0,5

ACF parcial

ACF parcial

0,0

0,0

-0,5

Límites confidencial -,5

es

coefficient 0

Coeficiente

-1,0 1

3 2

5 4

7 6

9 8

11 10

13 12

15 14

-0.5 16

Lags

-1,0

-1 58 55 52 49 46 43 40 37 34 31 28 25 22 19 16 13 10 7 4 1

No de retardos

Yt= Model:

0

Yt=

Yt=

Model:

Model:

10

20

30 lag

40

50

60

GROUP2

Yt= Model:

Yt= Model:

Yt= Model:...