Search found 5 matches

by jeswanthjagu
Thu Dec 17, 2015 4:31 am
Forum: Econometric Discussions
Topic: Which ARIMA model should I use? ACF, PCF not significat
Replies: 1
Views: 2947

Which ARIMA model should I use? ACF, PCF not significat

I trying to apply ARIMA model on quarterly data of 13 Years (52 data points). I have attached the results. I found that data is stationary and there is a seasonality of 4. I applied the correlogram on d(y,0,4). I was successful in eliminating seasonality but the ACF and PCF are cutting off early. I'...
by jeswanthjagu
Sun Dec 13, 2015 10:11 am
Forum: Estimation
Topic: ARIMA (0,1,0)(0,1,1)12 help needed
Replies: 0
Views: 2632

ARIMA (0,1,0)(0,1,1)12 help needed

Hi All, I'm trying to forecast a monthly series data. I have observed a monthly seasonality in the data. Hence I have taken the dependent variable as y(t)-y(t-1)-y(t-12)+y(t-13). I'm trying to apply the model ARIMA(0,1,0)(0,1,1)12. I have attached the data and output. I'm relatively new to this topi...
by jeswanthjagu
Thu Dec 10, 2015 12:47 am
Forum: Econometric Discussions
Topic: Meaning of D(Y,2,12)
Replies: 1
Views: 3100

Meaning of D(Y,2,12)

What is algebraic form of D(Y,2,12)?
Is it Y(t)-2Y(t-1)+Y(t-2) or Y(t)-Y(t-1)-Y(t-12)+Y(t-13)?
by jeswanthjagu
Wed Dec 09, 2015 10:32 pm
Forum: Estimation
Topic: Equation for ARIMA(0,1,0)(0,1,1)12?
Replies: 3
Views: 4222

Re: Equation for ARIMA(0,1,0)(0,1,1)12?

In that link equations are mentioned for ARIMA(0,1,1)(0,1,1)12. I want it for ARIMA(0,1,0)(0,1,1)12. Moreover equations mentioned in the link are not working for me.
by jeswanthjagu
Wed Dec 09, 2015 10:21 pm
Forum: Estimation
Topic: Equation for ARIMA(0,1,0)(0,1,1)12?
Replies: 3
Views: 4222

Equation for ARIMA(0,1,0)(0,1,1)12?

What is equation to be written for ARIMA(0,1,0)(0,1,1)12?
Is it d(Y,1,12) sma(12)?


Auto-correlations are being computed for , W(t) = Y(t)-Y(t-1)-Y(t-12)+Y(t-13)

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