Results: hw2p2_discussion.sas

Series z2 -- first third

The ARIMA Procedure

The Arima Procedure

Identification 1

Descriptive Statistics

Name of Variable = z2
Mean of Working Series 0.053883
Standard Deviation 0.94561
Number of Observations 133

Autocorrelation Check for White Noise

Autocorrelation Check for White Noise
To Lag Chi-Square DF Pr > ChiSq Autocorrelations
6 57.05 6 <.0001 0.532 0.318 0.011 -0.080 -0.023 -0.164
12 77.71 12 <.0001 -0.170 -0.241 -0.201 -0.100 -0.077 -0.001
18 80.37 18 <.0001 -0.026 0.023 0.041 0.056 0.092 0.051
24 82.34 24 <.0001 -0.016 -0.095 -0.047 -0.019 -0.001 -0.021

Series Correlation Panel

Trend and Correlation Analysis for z2

Series z2 -- last third

The ARIMA Procedure

The Arima Procedure

Identification 1

Descriptive Statistics

Name of Variable = z2
Mean of Working Series -0.0032
Standard Deviation 0.970158
Number of Observations 134

Autocorrelation Check for White Noise

Autocorrelation Check for White Noise
To Lag Chi-Square DF Pr > ChiSq Autocorrelations
6 26.06 6 0.0002 -0.238 -0.305 0.045 0.032 0.018 -0.187
12 49.21 12 <.0001 0.288 -0.146 -0.066 0.153 -0.154 0.066
18 56.02 18 <.0001 -0.016 0.083 0.008 -0.038 -0.002 -0.187
24 62.56 24 <.0001 0.181 0.070 -0.037 -0.043 -0.012 0.004

Series Correlation Panel

Trend and Correlation Analysis for z2

Series z1 -- first half

The ARIMA Procedure

The Arima Procedure

Identification 1

Descriptive Statistics

Name of Variable = z1
Mean of Working Series -0.06953
Standard Deviation 0.965799
Number of Observations 200

Autocorrelation Check for White Noise

Autocorrelation Check for White Noise
To Lag Chi-Square DF Pr > ChiSq Autocorrelations
6 156.91 6 <.0001 0.656 0.455 0.288 0.167 0.106 0.103
12 164.89 12 <.0001 0.143 0.082 0.064 0.075 0.023 -0.026
18 168.61 18 <.0001 -0.034 -0.020 0.027 0.063 0.102 0.014
24 173.53 24 <.0001 -0.052 -0.063 -0.063 -0.091 -0.030 0.043

Series Correlation Panel

Trend and Correlation Analysis for z1

Series z1 -- second half

The ARIMA Procedure

The Arima Procedure

Identification 1

Descriptive Statistics

Name of Variable = z1
Mean of Working Series 0.069523
Standard Deviation 1.025946
Number of Observations 200

Autocorrelation Check for White Noise

Autocorrelation Check for White Noise
To Lag Chi-Square DF Pr > ChiSq Autocorrelations
6 161.07 6 <.0001 0.726 0.456 0.226 0.070 0.020 0.026
12 164.53 12 <.0001 0.046 0.080 0.063 0.033 0.034 0.041
18 192.79 18 <.0001 -0.023 -0.070 -0.131 -0.189 -0.186 -0.188
24 216.18 24 <.0001 -0.141 -0.097 -0.065 -0.091 -0.152 -0.195

Series Correlation Panel

Trend and Correlation Analysis for z1

The SGPlot Procedure

The SGPlot Procedure

The SGPlot Procedure

The SGPlot Procedure

The SGPlot Procedure

The SGPlot Procedure