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CORRELOGRAM in ARIMA forecasting

Posted: Thu Mar 31, 2011 2:52 am
by deokimolo
Hi members,

Can i get a support on the following clues

1. Interpreting Correlogram of the variable (say inflation)

2. Interpreting Correlogram of the first difference of the variable (say d-inflation)

3. Deciding appropriate AR and MA from correlogram

4. Model diagnostic in ARIMA forecasting

Thank u very much...