datacamp-logo

Choosing ARIMA model

You are trying to figure out which ARIMA model is the best fit for a dataset after trying different degrees of differencing and applying the Augmented Dicky-Fuller test on the differenced data. The test statistics were these:

Order of difference ADF statistic p-value
0 2.198 0.999
1 -2.598 0.093
2 -14.448 0.000
3 -17.147 0.000

Which kind of ARIMA model should you fit to this time series data?

Answer the question
50 XP
Possible Answers
  • press
  • press
  • press
  • press