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I'm not sure whether I've just messed up something syntactically, if so I can't figure out what. I have the following data (res): enter image description here

I can run 

aa = auto.arima(res, seasonal=FALSE)

which successfully (returns ARIMA(5,0,0), but if I try

aa = auto.arima(res, seasonal=TRUE)

it runs instantaneously and returns a (0,0,0) model. Any advice what I am doing wrong?

James
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  • Can you possibly post your data? – Stats Mar 21 '19 at 14:23
  • In https://stats.stackexchange.com/questions/317734/interrupted-time-series-analysis-arimax-for-high-frequency-biological-data/317804#317804 @Adamo wisely pointed out the acf and pacf of series ( like this one !) that have been affected by deterministic structure should NOT be used to identify the SARIMA model.. Post your data like as asked and I will try to figure out the problem. It appears to be weekly data is that right ? – IrishStat Mar 22 '19 at 00:30
  • Yes it's weekly data. I restarted R and it's seems to be working now, though I'm not sure why that would be. Thanks for stopping by to help. – James Mar 23 '19 at 14:28

1 Answers1

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I don't know what was wrong, but I restarted R and re-ran my project, and now it works. I haven't reproduced the problem.

James
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