This question already has an answer here:

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.

enter image description here


marked as duplicate by gung Apr 18 '18 at 13:55

This question has been asked before and already has an answer. If those answers do not fully address your question, please ask a new question.

  • $\begingroup$ 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 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

Browse other questions tagged or ask your own question.