I have two variables speed and vibration and you can see that speed causes vibration. I am trying to fit this using auto.arima. But when i plot the fitted model, it gives bad result
> head(datax.ts) Time Series: Start = 1 End = 6 Frequency = 1 vibration_x Speed 1 -0.252 12.47183 2 -0.668 1204.89032 3 -0.508 1211.75330 4 -1.492 1208.71899 5 -0.536 1207.32922 6 -0.936 1206.91174 > fit4 <- auto.arima(datax.ts[,1], xreg = datax.ts[,2]) > plot(datax.ts[,1], type = "l", x = index(datax.zoo)) > lines(fit4$fitted, col = "red", x = index(datax.zoo))
Do i have to look for another model? or Am i doing something wrong here? I checked for autocorrelation.
I also would like to get suggested if there is any other model to work with. I tried VAR model which was again bad (Portmanteau Test for all lagged value was less then 0.05). Please help me.
Edited : (1) Replacing missing values with dummy values (2) I tried without missing values. But still the fit results in bad output.