1. Hind Al Halaseh
    2 years & 7 months ago

    Hi;

    I have a question, why did we choose (4,2,1) For the 2nd order differenced GDP Time Series/I = 2 for the serial two, when it should be (4,2,1).

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  2. GOLLI MOHAN
    3 years & 9 months ago

    Respected mam…this is Mohan from North Eastern Hill University..since from 3 days iam learning this arima model. I want to do calculations for pulses, food grains area, productivity. so I want to forecast the future values but iam not getting the output….please help me regaring this forecasting through ARIMA.

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  3. Olaide yusuf
    4 years & 4 months ago

    Nice work !!
    pls, can you help me out on how you obtained the Pac model (4,2,1) and (9,2,1) from the graph?Thanks..
    Am new to this..

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  4. Richard
    4 years & 9 months ago

    put your code in the article for every graph

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  5. Divya Narang
    4 years & 11 months ago

    Hi Shamika,

    After making the time series stationary for all the variables, the next step is to select those variables for the regression analysis that becomes stationary after first or second differentiation. Separate models can be formed using the values of first and second order differentiation.Following this,we have to select the best ARIMA model using the AIC and BIC criteria.

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  6. Shamika
    4 years & 11 months ago

    Dear ms,

    after perform unit root test and make the time series stationary how to perform the regression. what would be the variables?

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