AUTOCORRELATION LAG ZERO

AUTOCORRELATION LAG ZERO (SET)

Set Subcommand

Specify whether the lag zero correlation is plotted for autocorrelation and partial autocorrelation plots.

For autocorrelation and partial autocorrelation plots, the lag zero correlation is always equal to 1. By default, Dataplot will plot this lag zero value. However, some users prefer to omit the lag zero value. The SET AUTOCORRELATION LAG ZERO command allows you to specify which option you prefer.

SET AUTOCORRELATION LAG ZERO <ON/OFF>
where <ON> specifies that the lag zero value is plotted while <OFF> specifies that the lag zero value is not plotted.

SET AUTOCORRELATION LAG ZERO OFF
SET AUTOCORRELATION LAG ZERO ON

The default is ON (lag zero is plotted)

None

CORRELATION PLOT	= Generate an autocorrelation, partial autocorrelation, or cross correlation plot.
AUTOCORRELATION BAND	= Set type of confidence bounds for autocorrelation plot.
SPECTRAL PLOT	= Generate a spectral plot.

Time Series Analysis

2003/2

 
SKIP 25
READ LEW.DAT Y
SET AUTOCORRELATION LAG ZERO OFF
LINE BLANK
SPIKE ON
Y1LABEL AUTOCORRELATION
X1LABEL LAG
AUTOCORRELATION PLOT Y