All Questions
Tagged with model-selection acf-pacf
55
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Interpret the PACF plot to select the correct lag (AR model order)
I want to select lag (AR model order) for the series Food price inflation.
AIC gives 4.
SIC gives 3.
And also, I print its PACF plot.
How can I interpret the PACF plot to select the correct lag?
- 1,140
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67
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ACF and PACF plots to estimate SARIMA orders
I have some data (sales of a particular item at a particular grocery store) which exhibits both trend and seasonality. I fit these trend and seasonality components by doing a linear regression of the ...
- 525
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38
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What critical level to use in diagnostic tests for model selection in forecasting?
I have been reading Hyndman & Athanasopoulos "Forecasting: Principles and Practice" (newest edition here) recently, and I noticed something that I regard as a possible inconsistency. On ...
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What modeling approach should i use AR, MA, ARMA?
those are my ACF and PACF plots for my time series after two differentiating. I watched a couple of tutorials but I cannot figure out what method I am supposed to use. Also, an interpretation of the ...
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61
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Specifying parameters for SARIMAX model with significant ACF / PACF at tails
I have hourly data that has a period of 1 day or 24 hours / time steps and I hope to do short term forecasting for a few days in advance. The ACF of the raw time series was periodic (see last figure) ...
- 1,189
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99
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How many lags to include? (Temperature data set)
I have a time series of daily temperature with autocorrelation that looks like this:
Of course, temperature is heavily autocorrelated. When looking at the partial autocorrelation plot, lags are ...
- 53
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80
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ACF and PACF graphs - MA, AR, ARMA, ARIMA?
The data are for areas.
How would I interpret these ACF and PACF graphs, and what model could I use?
To me, this is a non-stationary series and therefore an ARIMA would be suitable, but I don't know ...
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35
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What do you do when the lags in ACF are on the edge of significance? How would you descibe this ACF and PACF plot?
I have caluclated the first differences of a process and now created an ACF and PACF plot and I honestly don't know how to interpret it. I thought that it is an AR(1) process but I see some ...
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233
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How to choose model parameters based on ACF and PACF in SARIMA model?
I have some monthly data which show the number of visitors to a country whose plot is given below
Since there seems a non-constant variance, I took the log, which stabilized the variance.
To remove ...
- 951
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22
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How to specify a model from these three plots?
what kind of process is this? how can i see just from these graphs what kind of process this is? AR? MA? ARMA? ARIMA?
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2
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522
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How does the GARCH part affect the ACF/PACF of an ARMA-GARCH process?
I need some help with fitting an ARMA-GARCH model.
I'm analyzing a daily time series. I don't understand how the order of the GARCH impacts ACF or PACF plots. I mean: what is the difference I should ...
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63
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I need help finding out the p,d,q values for arima model using the acf and pacf
The acf and pacf of this data look like this.
After first differencing, the acf and pacf look like this. Does this mean that arima cannot be used to model the data, or should I do further differences?...
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92
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Selecting ARIMA based on ACF and PACF
I am facing this set of ACF and PACF graphs, of a log differentiated feature, which is proved stationary through unit root tests. However, I'm having trouble selecting the right ARIMA model: ARIMA(p,d,...
- 11
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35
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ACF and PACF Plot
I am a first year stat student. We are tasked to create a SARIMA model from trial and error using ACF and PACF plot. Now here is my generated plot:
Now I am trying to understand the plot but I don't ...
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112
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What AR and MA values should I choose from my ACF, PACF plots
I have plotted ACF and PACF plots for my data, as I am trying to justify my hyperparameters chosen for my ARIMA model.
The data is energy prices every day, with data taken every 30 minutes (48 points ...
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