Determination of order of MA(q)

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lixek14
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Joined: Thu Apr 22, 2010 11:14 am

Determination of order of MA(q)

Postby lixek14 » Thu Apr 22, 2010 11:39 am

Hi!

Does anybody know what order of moving average (MA(q)) process should be used for the attached autocorrelation function of a variable?

Thank you
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startz
Non-normality and collinearity are NOT problems!
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Joined: Wed Sep 17, 2008 2:25 pm

Re: Determination of order of MA(q)

Postby startz » Thu Apr 22, 2010 11:50 am

That sure looks like it has an AR component. Have you tried an AR(1) to start?
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lixek14
Posts: 2
Joined: Thu Apr 22, 2010 11:14 am

Re: Determination of order of MA(q)

Postby lixek14 » Fri Apr 23, 2010 5:04 am

Yes I did for AR model. However, I am doing my coursework and the question is to build an MA model for the variable.
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