ARIMA Modelling
Posted: 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?
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?