I M Having Trouble And A Lot Of Doubts Interpreting Acf Pacf Plots Of Both The S

ACF/PACF plots of both the sample and the r

I can’t upload the text but I can say that the time series of interest is the NASDAQ composite index which Figure 1 shows the raw (IXIC) and the first differenced (dIXIC) data together with the estimated autocorrelation and partial autocorrelation functions. An ARIMA(2,1,1) model has been fitted.




My problems are: which model can I suggest that can improve the results?

What are the information that can give me the ACF plot of the residuals? What about the standardized residuals, the p-values and the squared residuals? (FIGURE 2 and 3)

Basically, what is the difference from consulting the ACF plot of the sample data vs. the ACF of the residuals? Do they give different information?

  • Attachment 1
  • Attachment 2
  • Attachment 3

Leave a Reply

Your email address will not be published. Required fields are marked *