I have data for every 15 mins for 4 years. ADF test shows that my data is stationary. I tried fitting model using auto.arima and seasonal=F,and I get the output as ARIMA(3,1,2) but the residual acf and pacf both have significant peaks at lag=96.
I tried differencing my time series at lag=96 and fitted auto.arima again to get an output of ARIMA(3,0,6) but now the peaks became much more significant.
I have become clueless how to get rid of these peaks
P.S. auto.arima with seasonal=TRUE parameter hangs my R session.
Any help would be highly appreciated.