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I have a dataseries with the following auto-correlation function. What would you conclude from this? I mean, if it is an ARIMA (a,b,c), what are the values of a, b and c? I think it is ARIMA (0,0,0), hence pure white noise.enter image description here

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  • $\begingroup$ Have you looked at the partial auto correlation function? you need to look at that before you make any conclusions about the process you are looking at. $\endgroup$ – EconJohn Aug 16 '17 at 18:43
  • $\begingroup$ if you think its white noise you would have to look at the Q-statistic $\endgroup$ – EconJohn Aug 16 '17 at 18:51
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I think it was discussed a couple of times before, for example

Formal statistical test for whether a process is a white noise

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