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I've done an STL decomposition of a time series. While trend accounts for major variations, remainder has a "cyclical" setup.

I want to know what other forecasting methods I can apply to maximize data explanation via trend and seasonality and would like to see it decomposed. I only know of ETS as a tool.

I'm a fresher in the world of statistics. Help appreciated!

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  • $\begingroup$ What makes you say that the remainder has a "cyclical" setup? Eyeballing or some analysis? $\endgroup$ – gui11aume Sep 2 '17 at 12:08
  • $\begingroup$ Visual interpretation of remainder section lead to cyclical comment. $\endgroup$ – Aditya Kumar Singh Sep 2 '17 at 12:11
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It appears that the first half of the series has much lower variance than 2013-on. Have you tried to only use 2013-on with the same stl decomposition? You could also try a classic decomposition & X-12 decomposition, see this chapter for an explanation and R code: https://www.otexts.org/fpp/6

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