Correlogram exhibits ACF cyclical - ARIMA Modelling

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

bschroder
Posts: 2
Joined: Sun Nov 23, 2014 8:43 am

Correlogram exhibits ACF cyclical - ARIMA Modelling

Postby bschroder » Sun Nov 23, 2014 8:57 am

Guys,
I'm trying to use Box Jenkins methodology to fit an ARIMA model (with seasonality) to my series. After taking first difference, the ACF correlogram exhibits cyclical behavior which does not vanish with time. And PACF has significant spikes in different (and unusual) lags.
My data is daily.
Does anyone has any idea on how to model such an awkward time series?
I've attached my data (see Plan5).
Thank you
Attachments
MC diário.xlsx
(305.53 KiB) Downloaded 315 times

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests