# ACF and PACF plots - MA, AR, ARIMA, or neither?

I differenced the variable (univariate model) in question because it was not stationary. I ran the dickey-fuller unit root test to check for stationarity, and it looks like the differenced version is stationary. However, when I make the acf and pacf plots to determine the model, I get these bizarre results that I do not know how to interpret. Could someone please help me understand?

• Please describe what particular aspects of these plots strike you as "bizarre."
– whuber
Jan 22, 2021 at 21:35
• Well, usually if it is an MA or AR model, there would be some sort of decay trending to 0. As you can see in the PACF plot, the values are increasing, rather than decreasing. I've looked through several sources on the internet and none have this type of graph. Jan 22, 2021 at 21:52

As you can clearly see on the plots, there's no significant autocorrelations in your time series (i.e. values for first lags are not significant). So, you have to choose $$p=q=0$$ in ARIMA model.