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I've got seasonality in the third quarter in a time series, and i'm doing an arima forecast. To correct seasonality via seasonal differencing i do: seascorrect=log(gold)-log(gold(-3)) or seascorrect=log(gold)-log(gold(-4)). I tried both cases and both end seasonality, but i don't expect both to be c...

The ADF tests for stationarity of the time series, and i can see you tested considering the existence of intercept. Essentially the ADF test estimates the regression of Yt in a randow walk process, random walk with drift and deterministic trend (ADF with none, with intercept and with intercept and d...

It seems to me that you might have a seasonal variable, but aas the autocorrelations seem to be within the band, i would suggest that it is stationary. The easiest way to determine if it is stationary or not is to do the ADF test.

Hello, i'd like to ask for help because i read a lot of threads and posts but still i can't seem to find a solution. I'm currently trying to forecast gold, silver and platinum prices using an ARIMA approach. I started by checking for non-stationarity, and then i did the first difference of the logs,...