[R] Please advise acf and pacf in order to determine order of Arima

[Research student]

I have data as below.Please let me know how the ACF and Pacf used to
determine the order od arima model.
Is  there any rules need to be followed to determine order.Please advise



> turkey.price.ts
      Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec
2001 1.58 1.75 1.63 1.45 1.56 2.07 1.81 1.74 1.54 1.45 0.57 1.15
2002 1.50 1.66 1.34 1.67 1.81 1.60 1.70 1.87 1.47 1.59 0.74 0.82
2003 1.43 1.77 1.47 1.38 1.66 1.66 1.61 1.74 1.62 1.39 0.70 1.07
2004 1.48 1.48 1.50 1.27 1.56 1.61 1.55 1.69 1.49 1.32 0.53 1.03
2005 1.62 1.63 1.40 1.73 1.73 1.80 1.92 1.77 1.71 1.53 0.67 1.09
2006 1.71 1.90 1.68 1.46 1.86 1.85 1.88 1.86 1.62 1.45 0.67 1.18
2007 1.68 1.74 1.70 1.49 1.81 1.96 1.97 1.91 1.89 1.65 0.70 1.17
2008 1.76 1.78 1.53 1.90                                        
> 


>


 acf(turkey.price.ts,plot=FALSE)

Autocorrelations of series ‘turkey.price.ts’, by lag

0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333 
 1.000  0.465 -0.019 -0.165 -0.145 -0.219 -0.215 -0.122 -0.136 -0.200 -0.016 
0.9167 1.0000 1.0833 1.1667 1.2500 1.3333 1.4167 1.5000 1.5833 
 0.368  0.723  0.403 -0.013 -0.187 -0.141 -0.180 -0.226 -0.130 
> pacf(turkey.price.ts,plot=FALSE)

Partial autocorrelations of series ‘turkey.price.ts’, by lag

0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333 0.9167 
 0.465 -0.300 -0.020 -0.060 -0.218 -0.054 -0.061 -0.211 -0.180  0.098  0.299 
1.0000 1.0833 1.1667 1.2500 1.3333 1.4167 1.5000 1.5833 
 0.571 -0.122 -0.077 -0.075  0.119  0.064 -0.149 -0.061 
>


Thanks in advance
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