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Differenced Once
Differenced Twice
1989
1990
1991
1992
-10^9
-2*10^9
-2*10^9
2*10^9
-10^9
4*10^9
10^9
6*10^9
10^9
2*10^9
No Differencing
Series : Autocorrelation
1989
1990
1991
1992
1993
1989
1990
1991
1992
1993
Series : Partial.Autocorrelation
1.0
1989
1990
1991
1992
1993
0.8
1.0
-0.2
-0.4
0.4
-0.2
0.0
0.2
0.0
-0.3
ACF
0.6
0.2
ACF
0.4
Partial ACF
-0.2
-0.1
-2
-1
0.6
0.0
0.8
0.1
0.0
0.05
0.10
0.15
0.20
0.25
0.30
Lag
Lag
0.8
1.0
0.8
0.0
0.2
0.4
0.6
0.8
1.0
Lag
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0.6
0.6
p-value
0.4
0.2
0.2
0.4
-0.4
-0.5
0.10
0.15
0.20
0.25
Lag
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6*10^9
7*10^9
6*10^9
8*10^9
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1992
Jun
1992
Jul
1992
Jul
1992
Aug
1992
Sep
1992
Oct
1992
Nov
1992
Dec
1993
Jan
1993
Feb
1993
Mar
1993
Apr
1993
May
10^10
1.2*10^10
8*10^9
1993
6*10^9
1992
4*10^9
1991
2*10^9
[tt
1990
1989
1989
1990
1991
1992
1993
1994
1993
Jun
6*10^9
8*10^9
10^10
4*10^9
1.2*10^10
1992 1992 1992 1992 1992 1993 1993 1993 1993 1993 1993 1993 1993 1994 1994 1994
May
Jul
Aug
Oct
Dec
Jan
Mar
Apr
Jun
Aug Sep Nov
Jan
Feb
Apr
May