c. Compare the correlograms for growth1 and growth4. Which series appears to have higher linear dependence (as measured by the magnitude of the AC and PAC coefficients?) EXPLAIN
M Series: GROWTH4 Workfile: GDPC1::Gdpc1\\ Series: GROWTH1 Workfile: GDPC1::Gdpc1\\ View Proc Object Properties Print Name Freeze Sample Genr Sheet Graph Stats View Proc Object Properties |Print Name Freeze | |Sample Genr Sheet Graph Stats Ide Correlogram of GROWTH4 Correlogram of GROWTH1 Date: 09/10/21 Time: 07:57 Date: 09/10/21 Time: 07:13 Sample (adjusted): 1948Q1 202102 Sample (adjusted): 194702 202102 Included observations: 294 after adjustments Included observations: 297 after adjustments Autocorrelation Partial Correlation AC PAC Q-Stat Prob Autocorrelation Partial Correlation AC PAC Q-Stat Prob 1 0.789 0.789 185.13 0.000 1 0.125 0.125 4.6733 0.031 0.529 -0.251 268.49 0.000 2 0.122 0.108 9.1655 0.010 0.247 -0.218 286.79 0.000 0.000 -0.028 9.1656 0.027 4 -0.018 -0.173 286.89 0.000 I I 4 -0.065 -0.077 10.438 0.034 5 -0.075 0.363 288.58 0.000 5 -0.078 -0.061 12.279 0.031 6 -0.080 -0.078 290.53 0.000 6 -0.010 0.023 12.312 0.055 7 -0.049 -0.075 291.25 0.000 7 -0.030 -0.016 12.588 0.083 8 0.002 -0.048 291.25 0.000 8 -0.015 -0.018 12.661 0.124 9 0.043 0.203 291.81 0.000 9 0.051 0.052 13.458 0.143 10 0.041 -0.142 292.32 0.000 58 0.049 14.495 0.152 11 0.009 -0.096 292.35 0.000 11 0.019 -0.007 14.612 0.201 12 -0.047 -0.070 293.04 0.000 12 -0.062 -0.085 15.818 0.200 13 -0.078 0.221 294.92 0.000 13 -0.065 -0.049 17.152 0.192 14 -0.071 -0.042 296.48 0.000 14 -0.031 0.014 17.457 0.233 15 -0.027 -0.001 296.70 0.000 15 -0.049 -0.027 18.209 0.252 16 0.048 0.012 297.43 0 16 0.042 0.046 18.761 0.281 17 0.104 0.132 300.83 0.000 17 0.031 0.020 19.065 0.325 18 0.126 -0.093 305.86 0.000 18 0.080 0.061 21.108 0.274 19 0.106 -0.058 309.42 0.000 19 0.045 0.011 21.741 0.297 I[ I 147 -0.038 310.12 0.000 20 0.043 0.010 22.323 0.323 21 -0.018 0.096 310.23 0.000 21 -0.047 -0.051 23.041 0.342 22 -0.049 0.018 310.99 0.000 22 -0.026 -0.002 23.263 0.387 23 -0.055 -0.049 311.95 0.000 23 -0.076 -0.043 25.130 0.344 24 -0.019 0.028 312.06 0.000 1 1 24 -0.007 0.020 25.147 0.398 25 0.037 0.093 312.50 0.000 25 0.061 0.073 26.353 0.389 26 0.065 -0.052 313.87 0.000 26 102 -0.027 26.354 0.444 27 0.084 -0.031 316.15 0.000 27 0.042 0.008 26.940 0.467 317.76 28 0.067 0.052 28.407 0.443 29 0.025 0.024 317.98 0.000 29 0.017 0.006 28.508 0.491 30 -0.011 -0.021 318.02 0.000 30 -0.039 -0.048 29.019 0.517 31 -0.028 0.035 318.28 0.000 31 -0.030 -0.010 29.312 0.553 32 -0.018 0.038 318.39 0.000 32 -0.038 0.007 29.791 0.579 33 0.017 0.008 318.49 0.000 33 0.005 0.034 29.799 0.627 34 0.052 -0.045 319.42 0.000 34 0.040 0.022 30.336 0.648 6 0.056 -0.046 320.46 0.000 35 0.052 0.021 31.267 0.649 36 0.022 -0.040 320.62 0.000 36 0.006 -0.028 31.280 0.693