I attached data, please find them below and if it is OK please guide me what is the order of AR and MA?Your variable might be a "white noise" series, in which case you cannot build an ARIMA model.
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- Tue Nov 18, 2014 5:56 am
- Forum: Econometric Discussions
- Topic: problem with ARIMA
- Replies: 2
- Views: 2870
Re: problem with ARIMA
- Sat Nov 15, 2014 11:12 am
- Forum: Econometric Discussions
- Topic: problem with ARIMA
- Replies: 2
- Views: 2870
problem with ARIMA
Hi I want to use ARIMA to forecast. At first I used ADF test and it shows the variable is I(1). But for determining the order of AR and MA when I use correlogram for first difference of variable it shows there is no order of AR and MA. now my problem is how should I estimate ARIMA? and how should I ...
- Tue Nov 11, 2014 9:52 pm
- Forum: Econometric Discussions
- Topic: Estimating ARIMA and SARIMA
- Replies: 0
- Views: 2179
Estimating ARIMA and SARIMA
Hi I am using ARIMA to forecast annually data. When i use unit root test it shows data are I(1) but when I use automatic ARIMA selection it chose no differencing. What should I do? Should I estimate the model with differenced data or in level? Furthermore, I use SARIMA to forecast quarterly data. My...