I have trouble interpreting acf and pacf of the stationary series depicted.
Could I receive some suggested interpretations, with focus on determining ARMA(p, q) order? Thanks, please let me know if i should give more information.
Edit: I added a spectrum plot. Because if I'm...
I have been asked to build an ARMA model for some oil WTI spot prices.
I have manipulate the data to make it stationary (taking log-returns), and stationarity has been confirmed by the Augmented Dickey Fuller test and all the other stationarity tests available in EViews. However, when I...
This is my code. I am using acf.mrw from the mrw(multiplicative random walk) package:
R = 149.49;
lambda = 0.334;
n = 60
h = 0:n
ACF <-acf.mrw( q=1 , h ,lambda ,R ,type="cov", sigma=0.9) # "covariance"
The broader question is: How can I test whether a variable is feeding back in a system, to influence future values of itself? The application is in a control system: Specifically a performance measurement framework (PMF), where managers monitor measures in monthly reports, in order to keep the...
I'm trying to understand how to interpret an autocorrelation function plot. I've been trying to find resources that explain how they are used and how to understand them but I haven't been able to find many articles.
This is what I understand (please feel free to correct me...