Reply To: ARMA fitting

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Thank you for your guidance. After reviewing the discussions shown in the C# topics, it helps me a lot, even if I purchased SuanShu JAVA version. I have a question about how to determine suitable p lags for AR model and q lags for MA model by SuanShu. In principle, the first step of modeling ARMA is to identify p and q lags by looking at “plots” of the ACF and PACF. Does this step correspond to STEP 2 (or STEP 1) you mentioned? In SuanShu, should we plot ACF and PACF to determine suitable p for AR model and q for MA model?