Im new to forecasting time series and Im looking for some advice on selecting the best method based on the analaysis of the graph. I have the following data and based on the little knowledge I have, Im assuming it is a stationary time series because of the shape of the data and because of the result I got when performing a Dicker Fulley Test
Test Statistic -6.560544e+00 p-value 8.402824e-09 #Lags Used 2.100000e+01 Number of Observations Used 1.164000e+03 Critical Value (5%) -2.864026e+00 Critical Value (1%) -3.435980e+00 Critical Value (10%) -2.568094e+00 dtype: float64
That made me choose Arima with a p and q values of 1. However the result Im getting are pretty awful. Can anyone guide on how should I choose the adequeate method for forecasting and if case ARIMA is a good choice, how should I tweak parameters to improve my results? The end goal is to predict the next month of data, so it might not be necessary to use all of the data.