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- Tue Dec 01, 2015 11:33 am
- Forum: Econometric Discussions
- Topic: ARIMA Modelling
- Replies: 0
- Views: 2309
ARIMA Modelling
Can someone please help me to understand these statistics after taking first differences. I am also confused how to understand the Q statistic. First Differences Lag SACF SPACF Q* 1 0.322 0.322 55.191 2 -0.039 -0.159 55.986 3 -0.111 -0.052 62.600 4 -0.034 0.021 63.213 5 -0.006 -0.020 63.231 6 0.006 ...