problem with ARIMA

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zohreh
Posts: 3
Joined: Tue Nov 11, 2014 9:46 pm

problem with ARIMA

Postby zohreh » Sat Nov 15, 2014 11:12 am

Hi

I want to use ARIMA to forecast. At first I used ADF test and it shows the variable is I(1). But for determining the order of AR and MA when I use correlogram for first difference of variable it shows there is no order of AR and MA. now my problem is how should I estimate ARIMA? and how should I determine the order of MA and AR?
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trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: problem with ARIMA

Postby trubador » Mon Nov 17, 2014 2:57 am

Your variable might be a "white noise" series, in which case you cannot build an ARIMA model.
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zohreh
Posts: 3
Joined: Tue Nov 11, 2014 9:46 pm

Re: problem with ARIMA

Postby zohreh » Tue Nov 18, 2014 5:56 am

Your variable might be a "white noise" series, in which case you cannot build an ARIMA model.
I attached data, please find them below and if it is OK please guide me what is the order of AR and MA?
Attachments
Data.xlsx
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