@shan4224 wrote:
Hi..
While performing ARIMA in R , on data AirPassengers , we can write :
fit <- arima(log(AirPassengers), c(0, 1, 1),seasonal = list(order = c(0, 1, 1), period = 12)))We can get the values of (p,d,q) from ACF and PACF plots .
Wondering what seasonal = list(order = c(0, 1, 1) signifies.
How we get the values that get passed in the seasonal parameter. An explanation with example will be helpful.while performing adf we can write
adf.test(diff(log(AirPassengers)), alternative=”stationary”, k=0)
What is k , and how can we identify the value of k while performing the test..Thanks..
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