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I am trying to reproduce SPSS results with python.

I'm using statsmodels SARIMAX package in python.

My model produces forecasting results which shows sudden drop at '2020-08-01'.

enter image description here

After '2020-08-01', the result shows consistent pattern.

Why does my model forecast sudden drop at '2020-08-01'?

This is the summary of my model.

enter image description here

And this is the last few observations in my data.

2018-11-01    67.238591
2018-12-01    69.397353
2019-01-01    73.369985
2019-02-01    80.079167
2019-03-01    86.074545
2019-04-01    76.248803
2019-05-01    66.693503
2019-06-01    61.937356
2019-07-01    53.014063
2019-08-01    47.497356
2019-09-01    44.001648
2019-10-01    37.382052
2019-11-01    31.786453
2019-12-01    25.112575
2020-01-01    19.502593
2020-02-01    15.443444
2020-03-01    12.736181
2020-04-01    12.567810
2020-05-01    12.090781
2020-06-01     7.166829

I guess it's because my model is ARIMA(1,0,2) which uses two MA terms.

Am I right?

Could you interpret this results with manual calculation or mathematical formula?

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