清空筛选条件
清空筛选条件

Order of ARIMA process

1 次查看（过去 30 天）
Sharda
Sharda 2015-1-19
I am trying to model a data series using ARIMA model. The series seems non stationary because the acf decays very gradually.Even after differencing two times, the values of p and q are as high as 115 and 120.On differencing for 3rd time , values of p and q are under 10.So is it fine to take higher values of d (as in 3 or more) or should I interpret that higher values of p and q indicate that ARIMA model is not well suited for my series.

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Conditional Mean Models 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by