3
$\begingroup$

I'm new to time series. I am still not able to read ACFACF and PACFPACF plot to determine p, q or d. The series is now stationary as confirmed by ADF and KPSS test after logarithm transformation to reach constant variance and one seasonal differencing(12-month). What will be p, q or d given my ACF and PACF? Thanks.

As advised by @IrishStat, please find monthly temperature data from 01-Jan-1960 to 01-Dec-2020. val=[24.9, 24.69, 25.23, 25.67, 25.8, 25.49, 25.16, 25.72, 25.16, 25.27, 24.81, 24.98, 24.35, 24.7, 25.15, 25.33, 25.74, 25.13, 25.02, 25.05, 24.79, 24.7, 24.86, 24.69, 24.33, 24.21, 24.7, 25.23, 25.68, 25.12, 25.2, 24.49, 24.95, 25.06, 24.72, 24.54, 23.56, 23.84, 24.6, 25.35, 25.61, 25.62, 25.26, 24.96, 25.31, 24.89, 25.05, 24.86, 25.22, 24.88, 25.1, 25.52, 25.63, 25.13, 24.71, 24.89, 24.88, 24.67, 24.4, 24.12, 23.71, 24.33, 24.6, 25.03, 25.31, 25.24, 25.01, 24.7, 24.84, 24.97, 25.12, 24.83, 24.85, 24.91, 25.25, 25.71, 25.79, 25.18, 24.92, 24.87, 25.19, 24.86, 24.8, 24.82, 24.31, 24.29, 24.7, 25.15, 25.41, 25.32, 25.0, 25.14, 24.93, 24.74, 24.61, 24.49, 24.2, 24.21, 24.84, 25.18, 25.33, 25.36, 24.97, 25.07, 25.07, 24.76, 24.82, 24.78, 24.94, 24.84, 25.34, 25.78, 25.92, 25.46, 25.1, 24.74, 25.16, 25.01, 24.59, 24.55, 24.72, 24.77, 25.39, 25.53, 25.6, 25.39, 24.92, 24.92, 24.86, 24.92, 24.64, 24.67, 24.26, 24.17, 24.77, 25.43, 25.66, 25.27, 25.14, 24.62, 25.18, 24.97, 24.49, 24.57, 24.07, 24.76, 24.8, 25.22, 25.8, 25.48, 25.95, 25.39, 25.29, 25.47, 25.31, 25.43, 25.24, 25.49, 25.62, 26.01, 25.72, 25.73, 25.48, 25.22, 24.97, 25.33, 24.86, 24.28, 24.03, 24.31, 24.84, 25.39, 25.44, 25.23, 24.98, 25.45, 24.85, 25.1, 24.95, 24.81, 24.78, 24.6, 24.91, 25.67, 25.43, 25.16, 24.74, 25.35, 24.8, 24.99, 24.54, 24.42, 23.75, 24.21, 24.8, 24.99, 25.38, 24.94, 24.93, 24.8, 25.03, 24.96, 24.67, 24.74, 24.6, 24.09, 24.76, 25.63, 25.63, 25.32, 25.27, 24.93, 25.41, 25.03, 24.73, 24.92, 24.74, 24.89, 25.43, 25.56, 25.82, 25.41, 25.02, 25.36, 25.0, 25.11, 24.67, 24.91, 24.83, 25.19, 25.48, 25.68, 25.97, 25.5, 25.12, 25.59, 25.0, 25.12, 24.79, 24.78, 24.83, 24.84, 25.33, 25.57, 26.09, 25.51, 25.38, 24.84, 25.29, 25.33, 24.87, 24.6, 24.39, 24.85, 25.54, 25.75, 25.83, 25.95, 25.43, 26.0, 25.28, 25.39, 25.0, 24.8, 24.71, 25.0, 25.44, 25.54, 25.82, 25.71, 25.49, 25.26, 25.47, 25.05, 25.35, 25.4, 25.35, 25.81, 26.29, 26.72, 26.33, 26.07, 25.57, 25.6, 25.21, 25.4, 24.88, 24.5, 24.39, 24.36, 25.02, 25.41, 25.29, 25.35, 24.86, 25.46, 24.81, 24.92, 24.88, 24.8, 24.8, 25.31, 25.21, 25.62, 25.7, 25.77, 24.79, 25.24, 24.86, 24.94, 24.91, 24.83, 24.43, 24.79, 25.06, 25.67, 26.06, 25.67, 25.47, 25.63, 25.15, 25.16, 24.79, 25.13, 24.71, 24.86, 25.87, 26.3, 25.98, 26.29, 25.87, 25.47, 25.67, 25.67, 25.61, 25.11, 25.49, 25.4, 25.87, 26.16, 26.15, 25.84, 25.38, 25.21, 25.27, 25.42, 24.8, 24.43, 25.05, 24.57, 24.9, 25.44, 25.65, 25.43, 25.55, 25.46, 25.26, 25.22, 25.18, 25.11, 24.93, 25.47, 25.72, 26.29, 26.16, 26.08, 25.48, 25.83, 25.47, 25.54, 25.17, 25.24, 25.32, 25.32, 25.81, 25.97, 26.01, 26.41, 25.95, 25.77, 25.61, 25.21, 24.88, 24.98, 24.99, 25.24, 26.03, 26.42, 26.1, 25.85, 25.34, 25.88, 25.53, 25.15, 24.7, 24.84, 24.93, 24.91, 25.25, 25.74, 25.89, 26.07, 25.57, 25.71, 25.25, 25.26, 25.26, 25.21, 25.26, 25.32, 25.13, 25.85, 25.92, 25.68, 25.87, 25.41, 25.7, 25.3, 25.19, 25.45, 25.32, 25.08, 25.54, 26.07, 26.23, 26.2, 25.58, 25.31, 25.6, 25.58, 25.16, 24.84, 24.57, 24.66, 25.69, 25.93, 26.19, 25.91, 25.99, 25.47, 25.72, 25.26, 25.22, 24.82, 24.97, 24.97, 25.85, 25.79, 26.23, 26.24, 25.97, 26.35, 25.82, 25.64, 25.62, 25.8, 26.16, 26.4, 26.64, 26.82, 27.18, 26.37, 25.98, 25.67, 25.95, 25.92, 25.56, 25.23, 25.26, 25.11, 25.64, 26.09, 25.74, 25.91, 25.76, 25.54, 25.66, 25.28, 25.35, 24.96, 25.15, 25.1, 25.64, 25.74, 26.38, 25.6, 26.13, 25.69, 25.68, 25.69, 25.47, 25.63, 25.21, 25.31, 25.73, 26.07, 26.45, 25.86, 26.18, 26.11, 25.8, 25.62, 25.32, 25.43, 25.4, 25.34, 26.02, 26.33, 26.65, 26.27, 26.38, 25.87, 25.66, 25.74, 25.55, 26.03, 25.5, 25.55, 25.86, 26.17, 26.56, 26.05, 25.65, 26.05, 25.74, 25.3, 25.39, 25.07, 25.41, 25.4, 26.04, 26.48, 26.24, 26.21, 25.32, 26.05, 25.35, 25.32, 25.36, 25.15, 25.17, 25.8, 25.85, 26.36, 26.11, 26.1, 25.73, 26.04, 25.97, 25.44, 25.21, 24.98, 25.23, 25.41, 25.82, 25.77, 25.65, 25.58, 26.12, 25.88, 25.42, 25.53, 25.49, 25.73, 25.15, 25.27, 25.77, 26.02, 26.23, 25.9, 25.64, 25.68, 25.52, 25.52, 24.93, 25.17, 25.25, 24.72, 25.01, 25.62, 25.82, 25.5, 25.31, 25.59, 25.6, 25.54, 25.35, 25.17, 24.68, 25.25, 25.38, 26.09, 26.11, 26.32, 25.82, 26.01, 26.06, 25.69, 25.37, 25.34, 25.37, 25.96, 26.25, 26.54, 26.76, 26.12, 25.39, 25.69, 25.59, 25.6, 25.29, 24.99, 24.87, 25.02, 25.13, 25.77, 25.98, 26.08, 25.97, 25.91, 25.78, 25.52, 25.6, 25.36, 25.43, 25.46, 25.6, 25.87, 26.25, 26.29, 25.67, 25.88, 25.82, 25.67, 25.61, 25.71, 25.65, 25.43, 26.37, 26.37, 26.37, 26.58, 25.79, 25.88, 25.74, 25.46, 25.46, 25.34, 24.46, 25.21, 25.86, 26.28, 26.38, 26.77, 26.12, 25.54, 25.88, 25.66, 25.67, 25.5, 24.96, 25.19, 25.93, 26.4, 26.63, 26.51, 26.4, 25.99, 26.19, 26.1, 25.76, 26.02, 26.18, 26.07, 26.62, 27.09, 26.93, 26.29, 26.18, 26.6, 25.96, 26.06, 25.78, 25.81, 25.71, 25.37, 25.64, 26.06, 26.42, 26.07, 26.39, 25.81, 25.78, 25.86, 25.57, 25.52, 25.06, 25.23, 25.91, 26.35, 26.2, 26.08, 26.37, 26.44, 25.62, 25.72, 25.9, 25.85, 25.95, 25.87, 26.32, 26.85, 26.88, 26.44, 26.2, 26.29, 26.15, 25.67, 25.86, 25.58, 26.09, 25.92, 26.48, 26.7, 26.89, 25.95, 25.77, 26.25, 25.66, 25.71, 25.59, 25.55]

$\endgroup$

1 Answer 1

4
$\begingroup$

Given that there were no determistic brekpoints in model error variance over time AND no changes in model paramaters over time AND that there are no pulses, seasonal pulses, level shifts or deterministic time trends in the data ...... one might consider adding an MA2 and a SEASONAL MA at period 12 ..... BUT only your data knows for sure . You might consider posting your OBSERVED SERIES and allowing some of our time series experts to actually model the data for you in order to formulate a reasonable model.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.