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# ARIMA modelling help needed watch

1. Hi,

I've started a coursework where we have to create a set of rules for determining which type of ARIMA model (with parameters P,D,Q) should be used, considering the ACF and PACF of the time series at hand. An example rule is as follows: "Where data has an ACF with very many gradually reducing spikes from lag 1 onwards and a single spike at lag one on the PACF we expect there to be some trend", which is then followed by a proof.

Does anyone know of any rules or websites which may help me get started?

Thanks
2. (Original post by tsmith16)
Hi,

I've started a coursework where we have to create a set of rules for determining which type of ARIMA model (with parameters P,D,Q) should be used, considering the ACF and PACF of the time series at hand. An example rule is as follows: "Where data has an ACF with very many gradually reducing spikes from lag 1 onwards and a single spike at lag one on the PACF we expect there to be some trend", which is then followed by a proof.

Does anyone know of any rules or websites which may help me get started?

Thanks
This is quite bookworky, so you should be able to find something comprehensive in the right source. Has your lecturer given you any recommended reading? Failing that, look for lecture notes. Imperial had some, don't know whether they're still up (the guy who lectured when I was at uni was Walden)

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