https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/identifying-candidate-VARMA-p-q-orders/m-p/989336#M5083 <P>Does anyone here know how to&nbsp;identify the candidates VARMA(p,q) orders based on Cross-Correlation Function (CCF) and Partial Cross-Correlation Function (PCCF) plots? Could someone guide me on what specific patterns—such as where the lags cut off or tail off across the different variable combinations—I should be looking for to deduce the candidate <SPAN class="">p</SPAN>&nbsp;and&nbsp;<SPAN class="">q</SPAN>&nbsp;orders?</P> Sat, 06 Jun 2026 07:39:30 GMT sammsam 2026-06-06T07:39:30Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/identifying-candidate-VARMA-p-q-orders/m-p/989336#M5083 <P>Does anyone here know how to&nbsp;identify the candidates VARMA(p,q) orders based on Cross-Correlation Function (CCF) and Partial Cross-Correlation Function (PCCF) plots? Could someone guide me on what specific patterns—such as where the lags cut off or tail off across the different variable combinations—I should be looking for to deduce the candidate <SPAN class="">p</SPAN>&nbsp;and&nbsp;<SPAN class="">q</SPAN>&nbsp;orders?</P> Sat, 06 Jun 2026 07:39:30 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/identifying-candidate-VARMA-p-q-orders/m-p/989336#M5083 sammsam 2026-06-06T07:39:30Z