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!

enter image description here

  • $\begingroup$ 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

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

| cite | improve this answer | |

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.