Timeline for Interpretation of PACF and ACF plots
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 7, 2018 at 13:44 | comment | added | Stephan Kolassa | @rolando2: I agree. However, please take a look at this. | |
| Jun 7, 2018 at 13:41 | comment | added | rolando2 | All of which with a tad more connective tissue would probably be good to add to your answer. | |
| Jun 7, 2018 at 11:13 | comment | added | Stephan Kolassa | @rolando2: both drop. PACF exponentially, ACF less so. There is no clear order up to which autocorrelations are significant but beyond which they aren't. This pattern does not match any listed in the FPP2 link. Anyway, ICs are better than Box-Jenkins and eyeballing. | |
| Jun 7, 2018 at 11:07 | comment | added | rolando2 | Could you explain what about the plots leads you to believe p and q terms are justified. | |
| Jun 7, 2018 at 9:08 | history | answered | Stephan Kolassa | CC BY-SA 4.0 |