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Posted: **Thu Apr 22, 2010 11:39 am**

Hi!

Does anybody know what order of moving average (MA(q)) process should be used for the attached autocorrelation function of a variable?

Thank you

Posted: **Thu Apr 22, 2010 11:50 am**

That sure looks like it has an AR component. Have you tried an AR(1) to start?

Posted: **Fri Apr 23, 2010 5:04 am**

Yes I did for AR model. However, I am doing my coursework and the question is to build an MA model for the variable.

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Determination of order of MA(q)

Determination of order of MA(q)

Re: Determination of order of MA(q)

Re: Determination of order of MA(q)