problem with ARIMA
Posted: 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?
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?