BookmarkSubscribeRSS Feed
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.

SAS Innovate 2025: Call for Content

Are you ready for the spotlight? We're accepting content ideas for SAS Innovate 2025 to be held May 6-9 in Orlando, FL. The call is open until September 25. Read more here about why you should contribute and what is in it for you!

Submit your idea!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 2 replies
  • 437 views
  • 1 like
  • 2 in conversation