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.
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
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 ??