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upper and lower limit of pac vlaues of AR residuals

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Occasional Contributor
Posts: 6

upper and lower limit of pac vlaues of AR residuals

Good morning

Any idea of how to get the lower and upper limit values for partial autocorrelation (pac) in sas, already have the PAC values.

Thanks

SAS Employee
Posts: 232

Re: upper and lower limit of pac vlaues of AR residuals

Hi there - I just noticed this was not answered yet.. I'm going to bump this up and also move it to a more active community .. Thanks!

Respected Advisor
Posts: 2,655

Re: upper and lower limit of pac vlaues of AR residuals

What procedure are you using to calculate partial autocorrelation?  PROC TIMESERIES offers the CORR option which in turn offers the PACFSTD that will give partial autocorrelation standard errors.  This seems like the only way I could find to get close on this.  If you post in the Forecasting and Econometrics forum, there are folks there that are much more knowledgeable about capabilities.

Steve Denham

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