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I have a dataseries with the following auto-correlation function. What would you conclude from this? I mean, if it is an ARIMA (a,b,c), what are the values of a, b and c? I think it is ARIMA (0,0,0), hence pure white noise.enter image description here

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    Have you looked at the partial auto correlation function? you need to look at that before you make any conclusions about the process you are looking at. – EconJohn Aug 16 '17 at 18:43
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    if you think its white noise you would have to look at the Q-statistic – EconJohn Aug 16 '17 at 18:51
  • I think it was discussed a couple of times before, for example https://stats.stackexchange.com/questions/7074/formal-statistical-test-for-whether-a-process-is-a-white-noise – Alex Nikiforov Aug 16 '17 at 20:07

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