Timeline for Analyse ACF and PACF plots
Current License: CC BY-SA 3.0
15 events
| when toggle format | what | by | license | comment | |
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| Apr 10, 2020 at 20:25 | comment | added | IrishStat | there is no better method BUT one need to use the ACF.PACF of the outlier adjusted series see stats.stackexchange.com/questions/317734/… for @Adamo's wise words because the original data/acf.pacf are tarnished by the anomalies . | |
| Apr 8, 2020 at 23:27 | comment | added | Frank | @IrishStat You said: "The sole reliance on the ACF and PACF [...] is seldomly correct [...] Model Identification tools like AIC/BIC almost never correctly identify a useful model." If one has a series with no innovations, variance changes, or breaks that change parameters, is there a published method that is better than using ACF, PACF, and AIC? | |
| Jan 24, 2015 at 16:53 | history | edited | IrishStat | CC BY-SA 3.0 |
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| Jan 24, 2015 at 12:08 | comment | added | Peter Knutsen | Thanks for your valuable information. You are right, the time series is based on daily values. | |
| Jan 23, 2015 at 2:03 | history | edited | IrishStat | CC BY-SA 3.0 |
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| Jan 23, 2015 at 1:08 | history | edited | IrishStat | CC BY-SA 3.0 |
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| Jan 22, 2015 at 22:58 | comment | added | Peter Knutsen | i just added some data which you might use.. | |
| Jan 22, 2015 at 17:52 | comment | added | IrishStat | You can scale/mask your data before you present it. Looking at the plot it appears there might be some unusual values which if untreated downwards biases the acf and the pacf incorrectly suggesting sufficiency. There is a visual suggestion of a downwards trend followed by no trend but that is just a guess at this moment. | |
| Jan 22, 2015 at 14:57 | vote | accept | Peter Knutsen | ||
| Feb 21, 2015 at 13:47 | |||||
| Jan 22, 2015 at 14:57 | comment | added | Peter Knutsen | Thanks for your answer. As someone without experience in the field of time-series forecasting it is hard to fully understand the procedure of choosing the right model as there is no officially right way to go. Unfortunately i am not allowed to post my raw data. I hope that the additional information is useful (see 'EDIT:') | |
| Jan 22, 2015 at 14:51 | vote | accept | Peter Knutsen | ||
| Jan 22, 2015 at 14:52 | |||||
| Jan 22, 2015 at 14:26 | vote | accept | Peter Knutsen | ||
| Jan 22, 2015 at 14:39 | |||||
| Jan 22, 2015 at 13:48 | comment | added | Glen_b | It tricked me at first as well. | |
| Jan 22, 2015 at 13:45 | comment | added | IrishStat | early morning mis read ... Don't normally see the lag(0) in my graphs | |
| Jan 22, 2015 at 13:43 | history | answered | IrishStat | CC BY-SA 3.0 |