# Eacf table interpretation in R

Cross Validated Asked on December 8, 2020

I’m new to time series in R and have an assignment to identify the parameters for the AR and MA processes for a given time series, as well as to use eacf. Here are the results from the three functions:

From the ACF function we can conclude that MA(1) is a possible candidate, from PACF we can say that AR(2) is possible, which tells us that the process could be ARMA(2, 1). But I don’t understand how to interpret the results from the EACF table and how to get other candidate models from it. I can’t seem to find any guidelines either. Thank you in advance.

You are looking for the corners formed by the x's from the bottom right side moving towards the top left. In your case, this would indicate the following possibilities for your ARMA models:

This means you can attempt to fit a ARMA(1,2) and ARMA(3,2) or even an ARMA(4,1). Hope this helps!

Answered by pwjvr on December 8, 2020

ACF and PACF help to identify either AR or MA but not ARMA modeling. They can be hint but nothing sure.

The EACF table is when you got cross, you have non-significant p-value for your order where a circle is the opposite.

But here, since your ARMA(2,1) seems to work for both graphic and eacf table, i'd say it could a good choice.

Like I always say, to achieve the best modeling, you have to have a goal, predictive and/or explanatory ?

If it's predictive, achieving a minimization of RMSE for example will be the best modeling while when it's explanatory, significance of your orders and good estimates will help you with a good hint based on the plots.

Answered by josef_joestarr on December 8, 2020

## Related Questions

### Random Censoring scheme in Weibull Distribution

0  Asked on December 8, 2020 by soham-bagchi

### fixed effects vs random effects vs random intercept model

1  Asked on December 8, 2020 by daniela-rodrigues

### Immediate NaN in loss function with custom activation without extreme batch size–how to prevent exploding gradients?

0  Asked on December 8, 2020 by rain

### Eacf table interpretation in R

2  Asked on December 8, 2020

### log-odds and it’s standard error as priors in logistic regression

1  Asked on December 8, 2020 by r_user

### What is the difference between $beta_1$ and $hat{beta}_1$?

3  Asked on December 8, 2020 by stan-shunpike

### Interpret credible intervals / HPD following posterior sampling

1  Asked on December 8, 2020 by walterb

### Why GEE estimates are smaller than GLMM?

1  Asked on December 7, 2020

### Help with the prior distribution

1  Asked on December 7, 2020 by dom-jo

### Conservative confidence interval for linear combination of parameters

0  Asked on December 7, 2020

### Neural network based on twitter followers, what would be my features?

5  Asked on December 6, 2020 by sharki

### Check if residuals are IID (timeseries)

4  Asked on December 5, 2020 by mgr

### How to split dataset for time-series prediction?

5  Asked on December 4, 2020 by tobip

### What are some existing techniques for pose estimation angle normalization?

1  Asked on December 4, 2020 by tbizzy0808

### ARIMA model with multiple covariates, XREG

1  Asked on December 3, 2020 by bromideh

### Measure of rater agreements for rank order?

1  Asked on December 3, 2020 by cdalitz

### Which distribution to use in the following scenario?

1  Asked on December 3, 2020 by arindam-bose

### Comparing a random sample and a non random sample extracted from a finite population

1  Asked on December 1, 2020 by alessandro-jacopson

### Logistic Regression cost function for joint optimization based on relevance and profit

0  Asked on December 1, 2020 by marsellus-wallace

### Calculate R² from regression estimates (beta coefficients, variances of variables etc.)

0  Asked on December 1, 2020 by phx