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Figure 6-15
The ACF of the model
6.5 Seasonal ARIMA Models 205
ACF
-0.5 0.0 0.5 1.0
Xt Ut − 0.4Ut−12
0 10 20 30 40 50 60
of Example 6.5.2. Lag
Figure 6-16
The ACF of the model
for different months are uncorrelated. A graph of the autocorrelation function of this
process is shown in Figure 6.16.
In each of the Examples 6.5.1, 6.5.2, and 6.5.3, the 12 series corresponding to the
different months are uncorrelated. To incorporate dependence between these series
ACF
-0.5 0.0 0.5 1.0
Xt − 0.7Xt−12 Ut
0 10 20 30 40 50 60
of Example 6.5.3. Lag