identification_analysis
Compares empirical ACF/PACF of a differenced time series with theoretical ARIMA patterns, returning top-5 ARMA order suggestions for model identification.
Instructions
ACF/PACF identification listing + ARMA order suggestions — standalone use.
NOTE: in guided analysis use guided_identification instead:
Call 1 (lam=-1): shows Box-Cox + listing (d=0,1,2) + unit-root + HAC
Call 2 (lam confirmed): shows ACF/PACF of ∇^d ∇_s^D y_t + suggestions identification_analysis is called internally by guided_identification.
Compares the empirical ACF/PACF of the differenced series with theoretical ACF/PACF of candidate ARIMA models. Returns top-5 suggestions by similarity.
Parameters
inp_path : path to the .inp file (series is used, model spec ignored) d : regular differencing order (default 2) D : seasonal differencing order (default 0) lam : Box-Cox lambda (0.0=log, 1.0=identity, default 0.0)
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| D | No | ||
| d | No | ||
| lam | No | ||
| inp_path | Yes |