https://communities.sas.com/t5/Statistical-Procedures/SAS-Stationarity-PACF-question/m-p/692055#M33390 <P>Hello,</P> <P>&nbsp;</P> <P>I am looking at the following web page regarding stationarity:</P> <P>&nbsp;</P> <P><A href="https://documentation.sas.com/?cdcId=pgmsascdc&amp;cdcVersion=9.4_3.4&amp;docsetId=etsug&amp;docsetTarget=etsug_arima_examples08.htm&amp;locale=en">https://documentation.sas.com/?cdcId=pgmsascdc&amp;cdcVersion=9.4_3.4&amp;docsetId=etsug&amp;docsetTarget=etsug_arima_examples08.htm&amp;locale=en</A></P> <P>&nbsp;</P> <P>I have two questions:</P> <P>&nbsp;</P> <P>First of all, what do the shaded blue-ish lines mean for the PACF plots etc? Are these some kind of confidence intervals?</P> <P>&nbsp;</P> <P>Also, in order to assess stationarity, do I need to plot the ACF and PACF and then keep as many lags as those that exceed these blue-ish lines?</P> Fri, 16 Oct 2020 06:59:03 GMT adrfinance 2020-10-16T06:59:03Z https://communities.sas.com/t5/Statistical-Procedures/SAS-Stationarity-PACF-question/m-p/692055#M33390 <P>Hello,</P> <P>&nbsp;</P> <P>I am looking at the following web page regarding stationarity:</P> <P>&nbsp;</P> <P><A href="https://documentation.sas.com/?cdcId=pgmsascdc&amp;cdcVersion=9.4_3.4&amp;docsetId=etsug&amp;docsetTarget=etsug_arima_examples08.htm&amp;locale=en">https://documentation.sas.com/?cdcId=pgmsascdc&amp;cdcVersion=9.4_3.4&amp;docsetId=etsug&amp;docsetTarget=etsug_arima_examples08.htm&amp;locale=en</A></P> <P>&nbsp;</P> <P>I have two questions:</P> <P>&nbsp;</P> <P>First of all, what do the shaded blue-ish lines mean for the PACF plots etc? Are these some kind of confidence intervals?</P> <P>&nbsp;</P> <P>Also, in order to assess stationarity, do I need to plot the ACF and PACF and then keep as many lags as those that exceed these blue-ish lines?</P> Fri, 16 Oct 2020 06:59:03 GMT https://communities.sas.com/t5/Statistical-Procedures/SAS-Stationarity-PACF-question/m-p/692055#M33390 adrfinance 2020-10-16T06:59:03Z https://communities.sas.com/t5/Statistical-Procedures/SAS-Stationarity-PACF-question/m-p/692105#M33392 Please post it at Forecasting Forum since it is about SAS/ETS . Fri, 16 Oct 2020 12:03:09 GMT https://communities.sas.com/t5/Statistical-Procedures/SAS-Stationarity-PACF-question/m-p/692105#M33392 Ksharp 2020-10-16T12:03:09Z https://communities.sas.com/t5/Statistical-Procedures/SAS-Stationarity-PACF-question/m-p/692109#M33393 <P>Ok I posted it there thanks.</P> Fri, 16 Oct 2020 12:10:43 GMT https://communities.sas.com/t5/Statistical-Procedures/SAS-Stationarity-PACF-question/m-p/692109#M33393 adrfinance 2020-10-16T12:10:43Z