1. B

    Interpreation of flat correlogram - ARMA model

    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...
  2. S

    Interpreting Autocorrelation Correlogram

    I am new to time series and need to interpret the following graph: I know the graph tells me something about the presence of autocorrelation, but I'm not sure how to interpret it. Also, I know it tells me how many lags would be optimal to include, but -once again- I...