How to interpret the graph representing the fit provided by the ARIMA model?
I'm following this tutorial here to build an ARIMA model in R.
I've done a Forecast using a fitted model in R. I specified the forecast horizon h periods ahead for predictions to be made and used the fitted model to generate those predictions. Then I plotted them to see the results and this is what I got:
The light blue line above is supposed to show the fit provided by the model.
In the Tutorial this is what they got (their Dataset is different from mine):
In their case it is clear in contrast with mine. Can somebody provide me with an explanation regarding the graph that I got. Does it make any sense? Does it tell something or is what I got completely wrong (knowing that I followed the tutorial as it is)?
Any insights would be much appreciated.
Thank you.
Here's my code :
#Removing Outliers
count_ts = ts(df[, c('qty')])
df$clean_qty = tsclean(count_ts)
df$cnt_ma = ma(df$clean_qty, order=7) # using the clean count with no outliers
df$cnt_ma30 = ma(df$clean_qty, order=30)
#Data Decomposition
count_ma = ts(na.omit(df$cnt_ma), frequency=30)
decomp = stl(count_ma, s.window="periodic")
deseasonal_cnt - seasadj(decomp)
fit2 = arima(deseasonal_cnt, order=c(1,1,7))
fcast - forecast(fit2, h=30)
plot(fcast)
Topic graphical-model forecast time-series r
Category Data Science