Hello all,
I have used the forecast::auto.arima()
function to make an ARIMA model about a time series.
Rplot1.pdf (5.8 KB) Rplot2.pdf (19.9 KB) Rplot3.pdf (6.7 KB)
I have followed the great book by Rob J. Hyndman and George Athanasopoulos (2018) Forecasting: principles and practice, 2nd edition, OTexts: Melbourne, Australia. Forecasting: Principles and Practice (2nd ed). However, I am not sure about the results of my model, given that the distribution of residuals does not look much like a normal distribution, and that some of the inverse roots lie very close to the complex unit circle.
Any idea what might be happening?
Thanks in advance for any help!