Box–Jenkins method: Difference between revisions

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====Detecting stationarity====
Stationarity can be assessed from a [[run sequence plot]]. The run sequence plot should show constant ___location and [[Scale (ratio)|scale]]. It can also be detected from an [[autocorrelation plot]]. Specifically, non-stationarity is often indicated by an autocorrelation plot with very slow decay. One can also utilize a [[Dickey-Fuller test]] or [[Augmented Dickey-Fuller test]].
 
====Detecting seasonality====