Linked Questions
11 questions linked to/from How to interpret these acf and pacf plots
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How to read this ACF & PACF plots? [duplicate]
I am performing an interrupted time series analysis. I plotted the data and then checked for autocorrelation using ACF and PACF.
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Interpretation of PACF and ACF plots [duplicate]
I am trying to fit an ARMA model to a time series of a power spectral density values that I have calculated.
Here is the plot of the data:
with corresponding autocorrelation and partial ...
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Help to interpret the ACF and PACF plots [duplicate]
I just exploring the sequential analysis with ARIMA (2-month data, period = 15 minutes, lags=360)
I struggle with understanding the charts I receive after applying acf and pcf operations.
My ...
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ACF and PACF Plots for Predictive Modeling [duplicate]
I have some multivariate time series data for each location. My objective is to build predictive model for each multivariate time series.
The ACF and PACF plots(50 lags) of both the original and ...
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Is this an appropriate method to test for seasonal effects in suicide count data?
I have 17 years (1995 to 2011) of death certificate data related to suicide deaths for a state in the U.S. There is a lot of mythology out there about suicides and the months/seasons, much of it ...
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Understanding the blue dotted lines in an ACF from R
I'm having a bit of trouble understanding the blue dotted lines in the following picture of autocorrelation function:
Could someone give me a simple explanation, what they are telling me?
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Why is stl function giving significant seasonal variation with random data
I plotted with following code with stl (Seasonal Decomposition of Time Series by Loess) function:
plot(stl(ts(rnorm(144), frequency=12), s.window="periodic"))
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Autocorrelation and partial autocorrelation interpretation
I am learning about ACF and PACF graphs. I am not sure I understand how to interpret the one I got for my data.
I have searched google for some ACF and PACF examples, and I found some samples of ...
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Help interpreting ACF- and PACF-plots
My ACF- and PACF plots are illustrated below:
The first one is in original scale and the second picture is zoomed. What process would you classify this? AR, MA or ARMA? =)
Thank you for any help =)...
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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 ...
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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.