![]() ![]() ![]() While you can fit a model to the data as is with a drift term, it's much easier to read the ACF and PACF plots when the trend isn't there. The most obvious sign of this, beside the time series having a steady upward rise, is that the ACF components takes a long time to die out. First off, I'd take the difference of your time series to detrend it, it has a considerable stochastic trend. ![]()
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |