05-11-2016 03:30 PM - last edited on 05-11-2016 04:58 PM by Reeza
I have estimated c ar(1) ar(12) model, because there was certain autocorrelation on k=12. Its monthly data, series has one unit root.
How to write this model?
reduced ARIMA(12,1,0) or
I must say sar(12) is not significant.
05-11-2016 11:10 PM