| The SAS System |
| The ARIMA Procedure |
| Name of Variable = open | |
| Mean of Working Series | 32.65 |
| Standard Deviation | 3.610202 |
| Number of Observations | 83 |
| Autocorrelations | ||||
| Lag | Covariance | Correlation | -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1 | Std Error |
| 0 | 13.033559 | 1.00000 | | |********************| | 0 |
| 1 | 11.901858 | 0.91317 | | . |****************** | | 0.109764 |
| 2 | 11.124666 | 0.85354 | | . |***************** | | 0.179281 |
| 3 | 10.570075 | 0.81099 | | . |**************** | | 0.222927 |
| 4 | 10.192225 | 0.78200 | | . |**************** | | 0.256017 |
| 5 | 9.353493 | 0.71765 | | . |************** | | 0.283338 |
| 6 | 8.774484 | 0.67322 | | . |************* | | 0.304451 |
| 7 | 8.314458 | 0.63793 | | . |************* | | 0.321888 |
| 8 | 7.930328 | 0.60845 | | . |************. | | 0.336775 |
| 9 | 7.388911 | 0.56691 | | . |*********** . | | 0.349769 |
| 10 | 6.986430 | 0.53603 | | . |*********** . | | 0.360670 |
| 11 | 6.618302 | 0.50779 | | . |********** . | | 0.370144 |
| 12 | 6.362159 | 0.48814 | | . |********** . | | 0.378444 |
| 13 | 6.205496 | 0.47612 | | . |********** . | | 0.385955 |
| 14 | 5.863649 | 0.44989 | | . |********* . | | 0.392968 |
| 15 | 5.315635 | 0.40784 | | . |******** . | | 0.399125 |
| 16 | 4.900282 | 0.37597 | | . |******** . | | 0.404115 |
| 17 | 4.466129 | 0.34266 | | . |******* . | | 0.408308 |
| 18 | 3.806533 | 0.29206 | | . |****** . | | 0.411758 |
| 19 | 3.045345 | 0.23365 | | . |***** . | | 0.414246 |
| 20 | 2.429767 | 0.18642 | | . |**** . | | 0.415831 |
| "." marks two standard errors |
| Inverse Autocorrelations | ||
| Lag | Correlation | -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1 |
| 1 | -0.45191 | | *********| . | |
| 2 | -0.02873 | | . *| . | |
| 3 | 0.09522 | | . |** . | |
| 4 | -0.21432 | | ****| . | |
| 5 | 0.12124 | | . |** . | |
| 6 | 0.00338 | | . | . | |
| 7 | -0.00162 | | . | . | |
| 8 | -0.07933 | | . **| . | |
| 9 | 0.06061 | | . |* . | |
| 10 | 0.01330 | | . | . | |
| 11 | -0.02343 | | . | . | |
| 12 | 0.08351 | | . |** . | |
| 13 | -0.06899 | | . *| . | |
| 14 | -0.05588 | | . *| . | |
| 15 | 0.07958 | | . |** . | |
| 16 | -0.02671 | | . *| . | |
| 17 | -0.03482 | | . *| . | |
| 18 | -0.00107 | | . | . | |
| 19 | 0.00558 | | . | . | |
| 20 | 0.02709 | | . |* . | |
| Partial Autocorrelations | ||
| Lag | Correlation | -1 9 8 7 6 5 4 3 2 1 0 1 2 3 4 5 6 7 8 9 1 |
| 1 | 0.91317 | | . |****************** | |
| 2 | 0.11835 | | . |** . | |
| 3 | 0.09606 | | . |** . | |
| 4 | 0.09594 | | . |** . | |
| 5 | -0.18977 | | ****| . | |
| 6 | 0.04957 | | . |* . | |
| 7 | 0.02794 | | . |* . | |
| 8 | 0.02045 | | . | . | |
| 9 | -0.02111 | | . | . | |
| 10 | 0.01395 | | . | . | |
| 11 | -0.00049 | | . | . | |
| 12 | 0.04270 | | . |* . | |
| 13 | 0.08647 | | . |** . | |
| 14 | -0.08370 | | . **| . | |
| 15 | -0.12144 | | . **| . | |
| 16 | -0.01061 | | . | . | |
| 17 | -0.06215 | | . *| . | |
| 18 | -0.10758 | | . **| . | |
| 19 | -0.08490 | | . **| . | |
| 20 | -0.04783 | | . *| . | |
| Autocorrelation Check for White Noise | |||||||||
| To Lag | Chi-Square | DF | Pr > ChiSq | Autocorrelations | |||||
| 6 | 335.92 | 6 | <.0001 | 0.913 | 0.854 | 0.811 | 0.782 | 0.718 | 0.673 |
| 12 | 515.87 | 12 | <.0001 | 0.638 | 0.608 | 0.567 | 0.536 | 0.508 | 0.488 |
| 18 | 613.37 | 18 | <.0001 | 0.476 | 0.450 | 0.408 | 0.376 | 0.343 | 0.292 |