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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?

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  • $\begingroup$ Can you possibly post your data? $\endgroup$ – Stats Mar 21 at 14:23
  • $\begingroup$ In stats.stackexchange.com/questions/317734/… @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 ? $\endgroup$ – IrishStat Mar 22 at 0:30
  • $\begingroup$ 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. $\endgroup$ – James Mar 23 at 14:28
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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.

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