Search found 5 matches
- 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'...
- 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...
- 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)?
Is it Y(t)-2Y(t-1)+Y(t-2) or Y(t)-Y(t-1)-Y(t-12)+Y(t-13)?
- 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.
- 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)
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)
