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Results tagged with acf-pacf
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user 228328
The AutoCorrelation Function and Partial AutoCorrelation Function pertain to the correlation of a time series with itself at different lags. They are used to detect non-independence & suggest p, d, q terms in the Box-Jenkins approach to ARIMA modeling.
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AR & MA order from the ACF & PACF plots [duplicate]
I am running a TS model & below are my ACF & PACF plots... In theory if the ACF plot is significant after Pth lag & PACF shows some geometric decay we can infer it is a MA series but my output is a li …
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