I have two questions. The first one is related with the ACF and PACF and the second with the Resulted Plot after using sarima.for I have downloaded the bitcoin price for the last 3 years as an example to learn how to do time-series analysis.
Then as you can see I took the first difference and the lag in order to detrend and remove variance.
How can I interpret the following case?
This is my model:
fit2 <- sarima(Ret.Bit,2,1,2)
> $ttable Estimate SE t.value p.value ar1 -0.7751 0.0221 -35.1251 0.0000 ar2 -0.9381 0.0175 -53.7412 0.0000 ma1 0.7410 0.0158 46.9190 0.0000 ma2 0.9672 0.0134 72.1050 0.0000 constant 2.4933 1.3152 1.8957 0.0582
For me, it is strange both the dates, 1560 etc, and the fact that going out of the plot the line. Please, any help suggestion?