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Can someone help me out with this? I have a first difference TS that has a constant mean around zero, but the variation differs for some periods. enter image description here

I get the following ACF and PACF enter image description here

What can be a possible model for this TS? Can I say a ARIMA(0,1,1) is suitable?


marked as duplicate by kjetil b halvorsen, Ferdi, Michael Chernick, Stephan Kolassa, gung Jun 29 '18 at 13:07

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  • $\begingroup$ post your data and I will try and help you as the acf/pacf analysis is only valid under certain circumstances $\endgroup$ – IrishStat Jun 28 '18 at 9:58