Figure 10.14 contains ACF plots of 40 years of quarterly data, with all possible combinations of first-order
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Fig. 10.14. ACF plots of quarterly data with no differencing, nonseasonal di®erencing, seasonal differencing, and both seasonal and nonseasonal differencing.
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(a) none (b) nonseasonal (c) seasonal (d) both 0 10 20 0 10 20 0 10 20 0 10 20 Lag Lag Lag Lag
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Related Book For
Statistics And Data Analysis For Financial Engineering
ISBN: 9781461427490
1st Edition
Authors: David Ruppert
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