Re: Box jenkins problem trying find to best fit model
Posted: Wed Sep 12, 2012 6:43 pm
If you're confused about how to deal with the insignificant MA(2) term, you should talk to a faculty member.
Hi Tom, When your using the T distribution option, under it in the shape box what do i put? Is it the degrees of freedom. my Obs are 1999You might want to try using t rather than Normal errors (DISTRIB=T) option, given the high kurtosis on the standardized residuals.