Splunk ITSI

To check Stationarity of time series data Using ARIMA

Rajyalakshmi
Explorer

Hi,

May I know how to check stationarity/ non-stationarity of time series data in Splunk Machine Learning Tool Kit. I tried using KALMAN algorithm however its giving false positives for couple of applications.

Now to refine the model I'm trying to use ARIMA algorithm, so for using this I would like to check for stationarity/non-stationarity of data in order to get AR (autoregressive) - p,  (integrated) - d and MA (moving average) - q values. Kindly help me how to get this accomplished to chose p,d,q values

Thank you!

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