Autocorrelation in ARIMA time series models

Questions
#1

I’m doing time series analysis and the autocorrelations in the data are important for me to understand. I can see the autocorrelations and the lags in the ACF tab of the ARIMA results, but I’d like to know which of the Autocorrelations from the model are significant

  • is it possible to plot significance of autocorrelations in Exploratory?
  • after running the ARIMA the ACF data are shown after the time series is made stationary, correct?
  • is there a way to download the autocorrelation data from the ARIMA plot?

Thanks!

#2

Hi Rob!

  • Displaying the significance of autocorrelation is not supported as of now.
  • Yes. The displayed ACF is based on the data after differentials to make it stationary.
  • The ACF data can be exported from the analytics view chart in various ways that are available in the menu on the downward arrow icon as in the screenshot below.

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#3

Hi, Hideaki - I should have realized that to download the ACF data in ‘Analytics’ is the same as with ‘Charts’. Thanks for your clear explanation for all! I do think a confidence interval for the ACF and PACF plots would be useful.