I have a time series on daily stock price of company(2013 data points).I took a first order difference and the following acf and pacf plots of the differenced series were obtained. However, I am unable to come up with a suitable ARMA model. Can anyone please help me with this?enter image description hereenter image description here!

The above plots don't seem to converge to zero and the acf and pacf values are significant at high lags which I wonder would be appropriate to consider for orders in ARMA model. The graph given below is that of the original series. enter image description here

  • $\begingroup$ The data itself, how often is it captured, daily, hourly, weekly? I am asking because the charts are super-hard to read with 7-years of time in one chart. If you plot 1-year or 2-years, it might make reading the signal easier $\endgroup$ Oct 6, 2022 at 23:05


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.