Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.
Correlation analysis of 3 candidate models.
| Nonseasonal model | Seasonal model | |||
|---|---|---|---|---|
| AR1 | MA1 | SAR1 | SMA1 | |
| ARIMA(1,1,1)(0,1,0)12 | ||||
| AR1 | 1 | 0.34 | — | — |
| MA1 | 0.34 | 1 | — | — |
| ARIMA(1,1,1)(0,1,1)12 | ||||
| AR1 | 1 | 0.64 | — | 0.04 |
| MA1 | 0.64 | 1 | — | −0.10 |
| SMA1 | 0.04 | −0.10 | — | 1 |
| ARIMA(1,1,1)(1,1,0)12 | ||||
| AR1 | 1 | 0.66 | 0.09 | — |
| MA1 | 0.66 | 1 | 0.15 | — |
| SAR1 | 0.09 | 0.15 | 1 | — |
Note. The parameters of three candidate models are all less than 1, so there is hardly any correlation.
