Linked Questions

5
votes
2answers
8k views

ARIMA model identification [duplicate]

Having a bit of difficulty identifying the appropriate ARIMA model by looking at ACF/PACFs. I know that AR(1) models, the ACF has a geometric progression from its highest value at lag 1 and the PACF ...
1
vote
0answers
52 views

Help Identifying Time Series Model From ACF and PACF graphs [duplicate]

I have a dataset of the popularity of a certain word on the internet, and they are weekly counts from 2010-09-05 to 2015-09-27 and has an upward trend. I'm having a hard time identifying the model ...
0
votes
0answers
17 views

Time series analysis ACF-PACF [duplicate]

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.
20
votes
3answers
27k views

Under what circumstances is an MA process or AR process appropriate?

I understand that if a process depends on previous values of itself, then it is an AR process. If it depends on previous errors, then it is an MA process. When would one of either of these two ...
7
votes
2answers
21k views

How to interpret ACF and PACF plots

I just want to check that I am interpreting the ACF and PACF plots correctly: The data corresponds to the errors generated between the actual data points and the estimates generated using an AR(1) ...
7
votes
1answer
11k views

ACF and PACF plot analysis

I am new to ARIMA, and I am trying to understand these lag plots. Are the following ACF and PACF suggesting that the lag of my time series is 4? If I am wrong, please help me understand these plots.
5
votes
1answer
2k views

Can First Differencing Cause Negative Serial Correlation

Ex. series, say stock prices 103 101 102 150 101 102 100 First differenced 2 1 48 -49 1 -2 Notice you could guess a very large negative number following the very large positive in the first ...
0
votes
0answers
1k views

When to choose which model for time series?

What are the applications of AR and MA model? To put my question exactly, when to use AR model and when to use MA model(for example, like when it is seasonal or when there is a trend, etc). In other ...
3
votes
1answer
207 views

Can we use PACF plots for feature selection?

Disclaimer: Not from math background I want to use neural networks for forecasting a time series data. I am reading/watching basics about ACF and PACF. While reading about those functions I came to ...
2
votes
0answers
54 views

How does one adjust for data snooping when using ACF and PACF?

ACF and PACF are routinely used for approximate identification of a time series model, e.g. as described here. Say, one takes a look at the plots and guesses that it's something like ARMA(2,0,0)(0,0,1)...