Order of ARIMA process

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Sharda
Sharda le 19 Jan 2015
I am trying to model a data series using ARIMA model. The series seems non stationary because the acf decays very gradually.Even after differencing two times, the values of p and q are as high as 115 and 120.On differencing for 3rd time , values of p and q are under 10.So is it fine to take higher values of d (as in 3 or more) or should I interpret that higher values of p and q indicate that ARIMA model is not well suited for my series.

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