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Interpreting and forecasting using ARIMA(0,0,0) or ARIMA(0,1,0) models

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@waparna wrote:

Hi All,

I have time series data with 33 data points, however 29th data point has a sudden peak and when confirmed with business this peak is due to some changes and not expected anytime in future. So I decided to predict the 29th month using earlier 28 months data and then use the series for future predictions. I did initial analysis for stationarity and first order difference works in this case but the auto.arima gives ARIMA(0,0,0) model which is nothing but the white noise. Also, when I applied auto.arima on original series with all the obs it gives ARIMA(0,0,0)(0,1,0)[12].

My question is - how to get rid of the peak in 29th month? Any comments on ARIMA(0,0,0) models?

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