Dear All, I am puzzled and probably I am misunderstanding something. Please consider the snippet at the end of the email. We see a time series that has clearly some pattern (essentially, it is an account where a salary is regularly paid followed by some expenses). However the output of the auto.arima from the forecast function does not seem to make any sense (at least to me). I wonder if the problem is the fact that the time series is not defined at regular intervals. Any suggestions and alternative ways to fit it (e.g.: sarima from the astsa package to account for the seasonality?) are really welcome. Many thanks
Lorenzo ############################################## library(forecast) tt<-structure(c(1494.5, 1367.57, 1357.57, 1222.23, 1124.02, 1011.64, 4575.64, 3201.87, 3050.04, 2173.38, 1967.88, 1838.55, 1666.05, 1656.05, 1524.96, 835.96, 775.36, 592.36, 494.15, 4058.15, 2624.36, 2448.47, 1598.47, 1398.47, 1264.14, 1165.88, 1053.67, 941.36, 821.36, 471.36, 373.15, 259.91, 3808.91, 2262.26, 1940.39, 1011.39, 800.81, 790.81), index = structure(c(16563L, 16565L, 16570L, 16572L, 16577L, 16579L, 16584L, 16585L, 16586L, 16587L, 16588L, 16589L, 16590L, 16592L, 16593L, 16599L, 16606L, 16607L, 16608L, 16612L, 16613L, 16614L, 16617L, 16618L, 16619L, 16620L, 16621L, 16628L, 16633L, 16635L, 16638L, 16642L, 16647L, 16648L, 16649L, 16650L, 16651L, 16654L), class = "Date"), class = "zoo") plot(tt) fit<-auto.arima(tt) ########################################### ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
