I have data as below.Please let me know how the ACF and Pacf used to
determine the order od arima model.
Is there any rules need to be followed to determine order.Please advise
> turkey.price.ts
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2001 1.58 1.75 1.63 1.45 1.56 2.07 1.81 1.74 1.54 1.45 0.57 1.15
2002 1.50 1.66 1.34 1.67 1.81 1.60 1.70 1.87 1.47 1.59 0.74 0.82
2003 1.43 1.77 1.47 1.38 1.66 1.66 1.61 1.74 1.62 1.39 0.70 1.07
2004 1.48 1.48 1.50 1.27 1.56 1.61 1.55 1.69 1.49 1.32 0.53 1.03
2005 1.62 1.63 1.40 1.73 1.73 1.80 1.92 1.77 1.71 1.53 0.67 1.09
2006 1.71 1.90 1.68 1.46 1.86 1.85 1.88 1.86 1.62 1.45 0.67 1.18
2007 1.68 1.74 1.70 1.49 1.81 1.96 1.97 1.91 1.89 1.65 0.70 1.17
2008 1.76 1.78 1.53 1.90
>
>
acf(turkey.price.ts,plot=FALSE)
Autocorrelations of series ‘turkey.price.ts’, by lag
0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333
1.000 0.465 -0.019 -0.165 -0.145 -0.219 -0.215 -0.122 -0.136 -0.200 -0.016
0.9167 1.0000 1.0833 1.1667 1.2500 1.3333 1.4167 1.5000 1.5833
0.368 0.723 0.403 -0.013 -0.187 -0.141 -0.180 -0.226 -0.130
> pacf(turkey.price.ts,plot=FALSE)
Partial autocorrelations of series ‘turkey.price.ts’, by lag
0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333 0.9167
0.465 -0.300 -0.020 -0.060 -0.218 -0.054 -0.061 -0.211 -0.180 0.098 0.299
1.0000 1.0833 1.1667 1.2500 1.3333 1.4167 1.5000 1.5833
0.571 -0.122 -0.077 -0.075 0.119 0.064 -0.149 -0.061
>
Thanks in advance
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