Now, suppose you run an Auto Arima and you find R gives you the following model: Identify the ARIMA (p,d,q) i.e how many p terms are there? How many q terms? Coefficients:           ar1      ma1      ma2       -0.7921  -0.0970  -0.3945 s.e.   0.1396   0.1802   0.1580   sigma^2 estimated as 0.1834:  log likelihood=-44.07 AIC=96.14   AICc=96.68   BIC=105.61

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Now, suppose you run an Auto Arima and you find R gives you the following model: Identify the ARIMA (p,d,q) i.e how many p terms are there? How many q terms?

Coefficients:

          ar1      ma1      ma2

      -0.7921  -0.0970  -0.3945

s.e.   0.1396   0.1802   0.1580

 

sigma^2 estimated as 0.1834:  log likelihood=-44.07

AIC=96.14   AICc=96.68   BIC=105.61

 

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