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- Thu Aug 13, 2015 9:48 pm
- Forum: Econometric Discussions
- Topic: How to choose the optimal ARIMA model
- Replies: 0
- Views: 1571
How to choose the optimal ARIMA model
hi I am working on seasonal data , first i used seasonal differencing, the correlogram shows 2 spikes for both ACFs and P ACFs , does this means i should use ARIMA(2,0,2)(0,1,0) I did and all the coefficients are not significant. plus there is a spike in the ACF in the 12 lag does this mean i have t...