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adrfinance
Obsidian | Level 7

Hello,

 

I am looking at the following web page regarding stationarity:

 

https://documentation.sas.com/?cdcId=pgmsascdc&cdcVersion=9.4_3.4&docsetId=etsug&docsetTarget=etsug_...

 

I have two questions:

 

First of all, what do the shaded blue-ish lines mean for the PACF plots etc? Are these some kind of confidence intervals?

 

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?

2 REPLIES 2
Ksharp
Super User
Please post it at Forecasting Forum since it is about SAS/ETS .
adrfinance
Obsidian | Level 7

Ok I posted it there thanks.

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