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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:

enter image description here

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):

enter image description here

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)
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  • $\begingroup$ Could you please share your code? $\endgroup$ – Leevo Jun 5 at 13:06
  • $\begingroup$ @Leevo , just added it , thank you. $\endgroup$ – ilni Jun 5 at 14:36

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