New answers tagged acf-pacf
2
votes
How to calculate autocorrelation manually
Next to the points about starting values raised in the comments, there is another issue related to the "manual" formula for a deterministic difference sequence of the type you use that, ...
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2
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Is my time series exhibiting stationarity?
The problem here is the presence of seasonality, the series exibit a seasonal bahaviour that is itself non-stationary.
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Problems with using ACF and PACF for ARMA modelling
I used the ADF test, the PP test, the Schmidt Phillips test and the DFGLS test, and got the same result that my variable $\Delta y_t$ was integrated of order 0, but from what we've been taught, these ...
- 69.5k
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