Auto-Correlation

Tables

ACF and PACF tables with correlations and standard errors for each lag. Can choose from Independence Model or Bartlett's Analysis for standard error calculations. Number of lags compared can be set manually

Charts

Prints ACF and PACF lag correlations together with 95% confidence limits for lag correlations.

Example ACF and PACF charts :

Lag and Clip

You can also create lagged and clipped data for each variable automatically. A separate lagged or clipped variable is created and can be used in any of the above statistical analysis.