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Math Help - help about ARMA model

  1. #1
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    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
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  2. #2
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    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.
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  3. #3
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    Re: help about ARMA model

    so i can modelize it ??
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  4. #4
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    Re: help about ARMA model

    What is the definition of your hypothesis in word and algebraic form?
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  5. #5
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    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 ??
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  6. #6
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    Re: help about ARMA model

    Can you answer the above question please?
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  7. #7
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    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
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  8. #8
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    Re: help about ARMA model

    and i'm following the method of box-junkis to modelise this serie
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  9. #9
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    Re: help about ARMA model

    wating for help
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  10. #10
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    Re: help about ARMA model

    I can't help you if you don't provide the information asked for above.
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