guided_identification
Guide Box-Jenkins model identification through sequential decision nodes: choose lambda, differencing, seasonality, and ARMA orders one step at a time.
Instructions
Sequential identification — ONE decision node per call.
DECISION TREE — call in this sequence, one at a time:
Call 1 lam=-1 (default) → Box-Cox scatter. Decide λ. WAIT for user.
Call 2 lam=X d=-1 (default) → Series(λ) + ACF/PACF at level d=0. ¿Trend? → next call with d=1. ¿No trend? → next call with d=0, D confirmed. Support: unit_root_analysis available if needed. WAIT for user.
Call 3 lam=X d= D=-1 → Series(λ) differenced d times + ACF/PACF + HAC seasonality. Seasonal? + B1 (deterministic seasonality: harmonics, D=0): Confirm d and D=0, then: a) confirm_and_estimate(m00: harmonics only, p=0, q=0) b) preliminary_outlier_scan on m00 residuals c) [cycle: add steps → re-estimate → scan] until clean d) Call 4 with pre_path=<mNN.pre> (ARMA on clean residuals) Seasonal? + B2 (stochastic seasonality: seasonal differencing, D=1): → Call 4 with lam, d, D=1 (ARMA+P+Q on ∇∇_s series) ¿No seasonality? → D=0, no harmonics, Call 4 directly. WAIT for user to confirm d and D.
Call 4 lam=X d= D= [pre_path=<.pre>] B1 path (D=0, pre_path given): → ACF/PACF of clean model RESIDUALS from pre_path. PACF cuts → AR(p). ACF cuts → MA(q). Also: mean significant? (μ̄/SE > 2) → estimate_mu=True B2 path (D=1, no pre_path): → ACF/PACF of ∇^d ∇_s y(λ). Also check lags s,2s,3s for seasonal P and Q. B1 no-outliers (D=0, no pre_path): → ACF/PACF of ∇^d y(λ) directly. WAIT for user to confirm p, q (and P, Q if D=1).
Parameters
inp_path : path to series .inp file (all calls) lam : Box-Cox lambda (-1 = not yet decided → Call 1) d : differencing order (-1 = not yet decided → Call 2) D : seasonal differencing (-1 = not yet decided → Call 3) pre_path : path to fitted .pre (Call 4, B1): ARMA identified on its residuals instead of the raw transformed series.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| D | No | ||
| d | No | ||
| lam | No | ||
| inp_path | Yes | ||
| pre_path | No |