To decide the value of d for an ARIMA(p, d, q) model for a time series y, plots were created using the R program: 8 par(mfrow=c(3,2))  9 plot(y,type="l")  10 acf(y)  11 plot(diff(y),type="l") 12...


To decide the value of d for an ARIMA(p, d, q) model for a time series y, plots were created using the R program:


8 par(mfrow=c(3,2))


 9 plot(y,type="l")


 10 acf(y)


 11 plot(diff(y),type="l")


12 acf(diff(y))


13 plot(diff(y,d=2),type="l")


 14 acf(diff(y,d=2))


 The output was the following figure:



May 26, 2022
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