Transcript Lecture 3 (.ppt part)

UNR * STAT 758 * Fall 2006
0.2 0.4
0.0
0.0
0.5
1.0
1.5
2.0
Lag
350
Mauna Loa Atmospheric CO2 Concentration
320
CO2 in parts per million (ppm)
ACF
0.6 0.8
1.0
Series co2
1960
1970
1980
Time, years
UNR * STAT 758 * Fall 2006
1990
-0.5
0.0
ACF
0.5
1.0
Series diff(co2)
0.0
0.5
1.0
1.5
2.0
Lag
0 1 2
-2
diff(CO2,1)
First-Order Difference of CO2 series
1960
1970
1980
Time, years
UNR * STAT 758 * Fall 2006
1990
0.0 0.2 0.4
0.0
0.5
1.0
1.5
2.0
Lag
0.0
1.5
3.0
12th-Order Difference of CO2 series
diff(CO2,12)
ACF
0.6 0.8
1.0
Series diff(co2, 12)
1960
1970
1980
Time, years
UNR * STAT 758 * Fall 2006
1990
0.4
0.0
-0.4
0.0
0.5
1.0
1.5
2.0
Lag
-1.0 0.0
1.0
(12+1)-Difference of CO2 series
diff(diff(CO2,12),1)
ACF
0.8
Series diff(diff(co2, 12))
1960
1970
1980
Time, years
UNR * STAT 758 * Fall 2006
1990
0.4
0.2
0.0
0
5
10
15
20
25
Lag
1
2
3
Random Sequence
-3
-2
-1
0
x
ACF
0.6 0.8
1.0
Series x
0
100
200
300
Time
UNR * STAT 758 * Fall 2006
400