I have run a ITS analysis on my dataset but I am unable to know which ARMA process to use. Please help understand how to select the ARMA process. I'm stuck.

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  • $\begingroup$ post your dataset $\endgroup$ – Tom Reilly Apr 18 '18 at 13:46
  • $\begingroup$ I think you will find the information you need in the linked thread. Please read it. If it isn't what you want / you still have a question afterwards, come back here & edit your question to state what you learned & what you still need to know. Then we can provide the information you need without just duplicating material elsewhere that already didn't help you. $\endgroup$ – gung - Reinstate Monica Apr 18 '18 at 13:56
  • $\begingroup$ I want to run a gls regression model and i wanted to know from the ACF-PACF plots above, which lag should I used for autocorrelation modeling? $\endgroup$ – Evaline Apr 18 '18 at 13:56
  • $\begingroup$ gung - not every aspect of ARIMA model is covered in that post. What about level shifts? what about variance change? what about seasonal pulses? what about changes in trends? $\endgroup$ – Tom Reilly Apr 18 '18 at 14:44

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