Monte Carlo AR(1) data with alpha = 0
Monte Carlo AR(1) data with alpha = 0.7
X=Time Y=AR(1) Series
The ARIMA Procedure Yt = 0.7Yt-1 + ut
Name of Variable = x2
Mean of Working Series -0.22223
Standard Deviation 1.589171
Number of Observations 200
Autocorrelations
Lag Covariance Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1
0 2.525463 1.00000 | |********************|
1 2.000747 0.79223 | . |**************** |
2 1.481214 0.58651 | . |************ |
3 1.061147 0.42018 | . |******** |
4 0.764765 0.30282 | . |****** |
5 0.423600 0.16773 | . |*** . |
6 0.290481 0.11502 | . |** . |
7 0.322476 0.12769 | . |*** . |
8 0.272510 0.10790 | . |** . |
9 0.195309 0.07734 | . |** . |
10 0.126098 0.04993 | . |* . |
11 0.00045990 0.00018 | . | . |
12 -0.217297 -.08604 | . **| . |
13 -0.337171 -.13351 | . ***| . |
14 -0.279029 -.11049 | . **| . |
15 -0.129674 -.05135 | . *| . |
16 0.121938 0.04828 | . |* . |
17 0.236404 0.09361 | . |** . |
18 0.301865 0.11953 | . |** . |
19 0.233485 0.09245 | . |** . |
20 0.131253 0.05197 | . |* . |
Partial Autocorrelations
Lag Correlation -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1
1 0.79223 | . |**************** |
2 -0.11042 | .**| . |
3 -0.02257 | . | . |
4 0.01423 | . | . |
5 -0.13932 | ***| . |
6 0.12842 | . |*** |
7 0.11150 | . |**. |
8 -0.10317 | .**| . |
9 0.00377 | . | . |
10 -0.02879 | . *| . |
11 -0.10391 | .**| . |
12 -0.08483 | .**| . |
13 0.02341 | . | . |
14 0.09250 | . |**. |
15 0.09371 | . |**. |
16 0.15957 | . |*** |
17 -0.11878 | .**| . |
18 -0.00073 | . | . |
19 -0.05243 | . *| . |
20 -0.04240 | . *| . |
Autocorrelation Check for White Noise
To Chi- Pr >
Lag Square DF ChiSq ---------------Autocorrelations---------------
6 261.30 6 ................
................
In order to avoid copyright disputes, this page is only a partial summary.
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related download
- critical values of the f distribution alpha 01
- tutorial for xfoil
- the optimum minimum wage when labor services are taxed
- nuclear chemistry worksheet
- article links review questions and practice problems
- reliability analysis stanford university
- optimal temperature and ph for the reaction of α amylase
- plots function y var bootsims 5000 alpha 0
- monte carlo ar 1 data with alpha 0
Related searches
- alpha 0 1
- 1 or 3 2 0 5 374 374 168 1 1 default username and password
- 1 or 3 2 0 5 711 711 168 1 1 default username and password
- 1 or 3 2 0 5 693 693 168 1 1 default username and password
- 1 or 3 2 0 5 593 593 or 2dvchrbu 168 1 1 default username and password
- 1 or 3 2 0 5 910 910 168 1 1 default username and password
- 1 or 3 2 0 5 364 364 168 1 1 admin username and password
- 192 1 or 3 2 0 5 33 33 1 1 default username and password
- 1 or 3 2 0 5 633 633 168 1 1 admin username and password
- 192 1 or 3 2 0 5 735 735 1 1 default username and password
- 1 or 3 2 0 5 948 948 168 1 1 admin username and password
- 192 1 or 3 2 0 5 372 372 1 1 default username and password