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

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jeswanthjagu
Posts: 5
Joined: Wed Dec 09, 2015 1:03 pm

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

Postby jeswanthjagu » Thu Dec 17, 2015 4:31 am

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'm unable to proceed further. What can be done to apply ARIMA model on this data?
Attachments
Book1.xlsx
Data
(8.58 KiB) Downloaded 321 times
Corrlegram of original data.jpg
Correlogram of Original Data
Corrlegram of original data.jpg (86.68 KiB) Viewed 2945 times
Correlogram of deseasonalised data.JPG
Correlogram of Deseasonalised data
Correlogram of deseasonalised data.JPG (58.93 KiB) Viewed 2945 times
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guiri
Posts: 5
Joined: Mon Dec 21, 2015 5:25 am

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

Postby guiri » Mon Dec 21, 2015 7:22 am

Doc2.docx
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