I have a time series data, and i have no clue how each series has formulated, is it AR(1) or trendy or ....
Here are the steps to check, Please please correct me any step you think is not in right order or it should not be there.
1- We go to check each series (y, x1, x2 ... ) individually.
2- first graph it,
3- correlogram it
4- normality histogram
5- unit root test
6- regress Y1 over Y(-1) , Y(-2)
did i miss anything?
?
Pls let me know .... which was is the safest way to exactly figure out what sort of correlation does have your series?
:? :?