ARIMA ACF/PACF Correlogram in Nspire

During the identification phase of the Box-Jenkins models, a correlogram charting the ACF and PACF are useful. The color screen of the TI Nspire is perfect to visualize the output from the program calculating these values. Here is the classical plot on the example airline passenger data from the original time series analysis text: Time Series Analysis: Forecasting and Control.

arima-acf

Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s