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Which ARIMA model should I use? ACF, PCF not significat

Posted: Thu Dec 17, 2015 4:31 am
by jeswanthjagu
I trying to apply ARIMA model on quarterly data of 13 Years (52 data points).

I have attached the results.

I found that data is stationary and there is a seasonality of 4. I applied the correlogram on d(y,0,4). I was successful in eliminating seasonality but the ACF and PCF are cutting off early. I'm unable to proceed further. What can be done to apply ARIMA model on this data?

Re: Which ARIMA model should I use? ACF, PCF not significat

Posted: Mon Dec 21, 2015 7:22 am
by guiri
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