ARIMA Modelling

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gabriella101
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Joined: Tue Dec 01, 2015 11:24 am

ARIMA Modelling

Postby gabriella101 » Tue Dec 01, 2015 11:33 am

Can someone please help me to understand these statistics after taking first differences. I am also confused how to understand the Q statistic.

First Differences

Lag SACF SPACF Q*
1 0.322 0.322 55.191
2 -0.039 -0.159 55.986
3 -0.111 -0.052 62.600
4 -0.034 0.021 63.213
5 -0.006 -0.020 63.231
6 0.006 0.005 63.254
7 -0.103 -0.124 68.994
8 -0.099 -0.026 74.309
9 0.030 0.070 74.792
10 0.065 0.000 77.102
11 0.045 0.018 78.218
12 0.034 0.030 78.841

Can anyone explain how they can work out ARIMA (pdq) model for this please?

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