0
$\begingroup$

I've identified this as a AR(1) model as the ACF clearly shows a slow decay and the PACF seems like a cut off after lag 2. However, can it also be a ARMA (1,1) model because PACF seems like a damped sinusoid too?

fo

$\endgroup$

1 Answer 1

1
$\begingroup$

The ACF indicates q=[1,2,3,4,5] and PACF indicates p=[1]. I don't think the damping sinusoid shape matters because spikes are almost inside of the significant level.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.