Timeline for How should I interpret irregular lag correlation in time series?
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 23, 2019 at 1:41 | comment | added | Michael Howell | @user2974951 Thank you. | |
| Aug 22, 2019 at 13:12 | comment | added | user2974951 | In any case, if your selected model shows no more autocorrelation and seasonal terms do not help then you are done. | |
| Aug 22, 2019 at 12:18 | comment | added | Michael Howell | @user2974951 Yes I included some seasonal terms, but for some reason it doesn't affect the AIC | |
| Aug 21, 2019 at 5:50 | comment | added | user2974951 | Have you tried seasonal terms also? Anyway, if ACF and PACF plots look good now then you should be good. | |
| Aug 20, 2019 at 22:13 | comment | added | Michael Howell | @user2974951 Unit root test does conclude nonstationarity. If I try to minimize AIC I get an ARIMA (4,1,2). | |
| Aug 20, 2019 at 5:58 | comment | added | user2974951 | It's hard to tell, it could be something, it could be nothing. From ACF and PACF you can conclude that your series is not stationary and that there may be some periodicity / seasonality. Try adding some AR or MA terms and see what happens. | |
| Aug 19, 2019 at 22:43 | comment | added | Michael Howell | @user2974951 I am familiar with seasonality. I have no idea why the 5th lag would be so meaningful. Would this still be seasonality if the preceding lag isn't statistically significant? | |
| Aug 19, 2019 at 9:26 | comment | added | user2974951 | Does the lag 5 have meaning for your data? Does your data have some similarity 5 measurements ago? Are you familiar with seasonality? | |
| Aug 17, 2019 at 15:24 | history | asked | Michael Howell | CC BY-SA 4.0 |