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414 Appendix D An ITSM Tutorial Figure D-8 Sample ACF of the residuals from AIRPASS.MOD. ACF -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 0 10 20 Lag 30 40 D.4.3 Testing for Randomness of the Residuals The option Statistics>Residual Analysis>Tests of Randomness carries out the six tests for randomness of the residuals described in Section 5.3.3. Example D.4.3 The residuals from our model for the logged, differenced, and mean-corrected series AIRPASS.TSM are checked by selecting the option indicated above and selecting Figure D-9 Sample PACF of the residuals from AIRPASS.MOD. PACF -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0 0 10 20 Lag 30 40
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Introduction to Time Series and For
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Peter J. Brockwell Richard A. Davis
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viii Preface Since the upgrade to I
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x Contents 2.6. The Wold Decomposit
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xiv Contents D.6. Model Properties
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Page 858: D.5 Prediction D.5 Prediction 415 t
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Page 870: D.7 Multivariate Time Series 421 us
Page 874: References Akaike, H. (1969), Fitti
Page 878: References 425 Dempster, A.P., Lair
Page 882: References 427 Mood, A.M., Graybill
Page 886: A accidental deaths (DEATHS.TSM), 3
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Page 894: polynomial fitting, 28 population o
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