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I've seen a couple of questions asked here about seasonality "left over" (so to speak) after differencing like this and this, but unfortunately those answers don't help my situation.

I have ~ 17000 hourly observations which seem to exhibit daily (frequency=24) and weekly (frequency=168) seasonalities, as well as general nonstationary unit root (d=1). But even after removing these three components I'm still seeing troubling autocorrelation at lag 24 and 168. I'm not sure if even may have overdifferenced. Below are the ACF plots:

Original Data ACF

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First-Order Differencing

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After seasonal difference of 168

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After seasonal difference of 24

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The data is taken from Kaggle in the hour.csv file, using the first 8645 observations to model the cnt variable.

I'm at a loss at how to resolve this. I'm trying to make 8 hour ahead forecasts. Can anyone please help?

Robert H
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