Timeline for How to determine $p$ and $q$ in my ARIMA model from these ACF and PACF plots?
Current License: CC BY-SA 4.0
10 events
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| Jun 6, 2019 at 22:20 | comment | added | IrishStat | What you need to do is to employ not only Intervention Detection but variance change detection as TSAY laid out in docplayer.net/… & semanticscholar.org/paper/… | |
| Jun 6, 2019 at 22:15 | comment | added | IrishStat | suggestive of either non-constant parameters over time or non-constant error variance over time . | |
| Jun 6, 2019 at 22:12 | comment | added | DeeDee | @IrishStat after I made the data stationary and removed the seasonality component from the time series data. This is the plot for the components of the new time series data. photos.app.goo.gl/96HMvSBGtLS6izEt6 Clearly, something is off with the seasonality I don't know the possible explanation. And I don't think there is a trend from the plot. | |
| Jun 6, 2019 at 22:10 | history | edited | IrishStat | CC BY-SA 4.0 |
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| Jun 6, 2019 at 21:49 | comment | added | whuber♦ | The original image is still available (at least until imgurl removes it through non-use) by inspecting the edit history: link through the red text at "edited ... ago" beneath the question. | |
| Jun 6, 2019 at 21:44 | history | edited | IrishStat | CC BY-SA 4.0 |
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| Jun 6, 2019 at 21:30 | history | edited | IrishStat | CC BY-SA 4.0 |
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| Jun 6, 2019 at 21:26 | comment | added | DeeDee | I'm sorry had accidentally attached the wrong image. Can you have a look at it again ? | |
| Jun 6, 2019 at 21:10 | comment | added | whuber♦ | The confidence limits suggest a series length around 5000, far exceeding 200! | |
| Jun 6, 2019 at 20:58 | history | answered | IrishStat | CC BY-SA 4.0 |