ARIMA produced slope straight line
Asked Answered
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I am new to the time series with using the SARIMA model, and I followed the tutorial to build the model and trying to forecast the future trend. The thing goes well at the beginning but when produced the results it shows the slope straight line. and I build it on the Jupyter NoteBook

First thing I checked my data, and make the data visually, but in fact, it seems the right data then I tried to change the values of P, D, Q and failed again

https://github.com/Dongmingguoguo/Prediciton

https://github.com/Dongmingguoguo/Prediciton Here is the GitHub link please go to check and my expectancy is to make the forecast for the next 3days.

Sihon answered 13/6, 2019 at 15:9 Comment(0)
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This happen when your data doesn't have strong seasonality and model finds difficult to predict the future there fore it simply take average of your previous values and predict as future. There fore you are getting straight line.

Griddlecake answered 24/6, 2019 at 6:25 Comment(1)
Now I see, and I changed my algorithm by using decomposition then to make a forecast and it performs better than before. Thanks, broSihon

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