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Interactive 3D/ACF & PACF
Model Type
AR Order p
p1
φ (base coeff)0.70
Max Lag
lags shown20
Pattern Guide
AR(p): ACF decays slowly, PACF cuts off at lag p
MA(q): ACF cuts off at lag q, PACF decays slowly
ARMA: Both decay
Shaded region = ±0.113 significance band
Significant ACF lags: 0

ACF & PACF - Interactive Visualization

The Autocorrelation Function (ACF) and Partial Autocorrelation Function (PACF) are the diagnostic tools for identifying AR and MA model orders. AR(p): ACF decays exponentially, PACF cuts off after lag p. MA(q): ACF cuts off after lag q, PACF decays. Significance bands (±1.96/√T) show which lags are statistically significant.

  • Simulate AR, MA, ARMA processes with adjustable parameters
  • See ACF and PACF bar charts with significance bands
  • Identify model order: PACF cutoff → AR order, ACF cutoff → MA order
  • Adjust φ (AR) and θ (MA) coefficients to see signature patterns
  • Foundation for Box-Jenkins methodology and ARIMA model identification

Part of the EngineersOfAI Interactive 3D - free interactive visualizations covering every major concept in machine learning and AI engineering. Hover any element for a plain-English explanation. No code required.