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two ARIMA models, both have several bars signicant in ACF and PACF plots of their residuals, but when run Ljung Box tests, both don't show any significant correlations... however, one model has p-value that is larger than the other model, based on the p-values, can I say the model with larger p-values should be better than the model with smaller p-values? [[alternative HTML version

...e data best. In model A, for instance, we might treat sample 1 as and outlier but fitting a different model B sample 1 might not be an outlier at all. I had a brief look at k-means clustering as well but I think it's not the right thing to go for. Again, how do one decide which cluster is an outler? And also it is known that different cluster analysis lead to totally different results. So which one to choose? Is there any other way to non-subjectively remove outliers from data? I would really appreciated any ideas/comments you might have on that topic. Cheers -- View this message in con...