Following the Box-Jenkins methodology, identify an appropriate ARIMA(p,d,q) model for your company’s return. Provide a clear explanation of the identification, estimation, and diagnostic stages of the modelling process.

Statistics

Box-Jenkins methodology

Following the Box-Jenkins methodology, identify an appropriate ARIMA(p,d,q) model for your company’s return. Provide a clear explanation of the identification, estimation, and diagnostic stages of the modelling process.

Company data is attached.

  • https://www.studypool.com/questions/download?id=2807745&path=uploads/questions/2859972/20230413194807company_return_data.xlsx&fileDownloadName=attachment_1