# help about ARMA model

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• Dec 29th 2012, 04:46 AM
Nooob
help about ARMA model
Hi guys !
This is my first post and i have a sort of a dumb question :

Do the time serie need to be stationary in order to model it to ARMA ??

actually i'm trying to modelise "DEATHS.tsm" with ITSM and i have calculated \nabla\nabla^{12}X_{t}

but when i do the tests of randomness, and exactly the ljung-box test the p-value is : 0.011

should i continue and modelise it ???

Thnx in advance
• Dec 29th 2012, 07:17 PM
chiro
Re: help about ARMA model
Hey Nooob.

Does the randomness reflect the independence of the independence of the error terms? If it does then the data do not reflect the assumptions of the model.
• Dec 30th 2012, 12:15 AM
Nooob
Re: help about ARMA model
so i can modelize it ??
• Dec 30th 2012, 12:16 AM
chiro
Re: help about ARMA model
What is the definition of your hypothesis in word and algebraic form?
• Dec 30th 2012, 04:31 AM
Nooob
Re: help about ARMA model
I opened "DEATHS.tsm" on ITSM
I have detrended and desesionalized it
you can download the modified serie from here :deaths.tsm
my problem is : i don't know if i can start to modelize the serie or should i make more modifications to the serie ??
• Dec 30th 2012, 05:47 PM
chiro
Re: help about ARMA model
Can you answer the above question please?
• Dec 31st 2012, 01:31 AM
Nooob
Re: help about ARMA model
i can't put the problem in an algebreca form
cause my problem is in the software , i don't know how to make you understand
plz read my last question , i have explained the problem in there
• Dec 31st 2012, 01:45 AM
Nooob
Re: help about ARMA model
and i'm following the method of box-junkis to modelise this serie
• Jan 2nd 2013, 06:25 AM
Nooob
Re: help about ARMA model
wating for help
• Jan 2nd 2013, 02:47 PM
chiro
Re: help about ARMA model
I can't help you if you don't provide the information asked for above.