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esraa1
Fluorite | Level 6

Hi!

from ACF and PACF plots, as shown below , the data is stationary or not ? why ? 

esraa1_0-1593701290433.png

 

shayma
2 REPLIES 2
gamotte
Rhodochrosite | Level 12

Hello,

 

Shouldn't the PACF be 1 at 0 ?

 

I would say that the data is stationary as if wasn't the ACF (Edit: or PACF) would be decreasing more slowly.

Most peaks are not significant and there seems to be some seasonal effect.

 

Maybe you can try to fit an ARIMA (1,0,0)x(1,0,0)12 and see if the residuals are white noise (no significant peaks).

 

Those are just my blurry memories from university many years ago. You will probably have more valid answers by posting your question

on the Forecasting and Econometrics forum :

https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics

 

Edit: For some reason, the link doesn't work. You can find the forum in the Analytics menu.

esraa1
Fluorite | Level 6

 

 

thanks, 

the table below is the result of dickey fuller test, show that the data  not stationary at lag 2.

 

 

 

 

esraa1_1-1593773109108.png

 

shayma

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