Fitting model to differenced time series

4

2

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

Jor_El

Posted 2019-03-17T18:34:24.677

Reputation: 211

No answers