Fitch92
1
Hello,
I just plotted my ACF and PACF Plot after differentiating the time series.

I as well used the auto.arima()
function to get the final model. I therefore received:
for AIC:
ARIMA(0,1,2)(1,0,0)[52]
for BIC:
ARIMA(1,1,1)
I actually have no idea how one should read the plots to get these results. For me its a little contrary.
Can you help me?
Thank you in advance.
??forecast::auto.arima
will auto use the best c(p, d, q)
Here is example binary.com 面试试题 I - GARCH 模型中的 ARIMA(p,d,q)
参数最优化
I know, but I actually don`t get how forecast::auto.arima
gets these values just from looking at the ACF and PACF plots
system
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