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:
Already registered? Login
Not Account? Sign up
Enter your email address to reset your password
Back to Login? Click here