[R] Time Series and Auto.arima

Lorenzo Isella lorenzo.isella at gmail.com
Fri Jan 29 21:59:37 CET 2016

```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)

###########################################

```