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IrishStat
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Modelling is not about selecting a priori a specific type of equation BUT rather extracting the model specifics from the data in an iterative manner as presented here https://autobox.com/pdfs/ARIMA%20FLOW%20CHART.pdf in order to optimally/opportunistically combine linear, exponential smoothing and arima components while dealing with latent deterministic structure such as pulses , level/step shifts,local time trends and/or seasonal pulses.

In your first example the deterministic structure required is a level shift (intercept change) and a few pulses with an arima (1,0,0) nearly (0,1,0) while the second example it is simply two pulses with an arima (0,1,0) .

first example:

There is a very clear pattern in the data as shown here enter image description here . Your 20 values are adequately described by a hybrid model using an AR(1) and a step/level shift along with 3 pulses . enter image description here and here enter image description here and here enter image description here

The tools (approaches) that you were considering are presumptive in form whereas your data has it's own message. This data has not only a strong memory but has been affected by external activity causing the step.level shift and the 3 pulses.

here are the forecasts for the next 13 periods enter image description here

The method used here to form the model is called Intervention Detection as detailed here and everywhere else http://docplayer.net/12080848-Outliers-level-shifts-and-variance-changes-in-time-series.html . Search SE for "INTERVENTION DETECTION" . It might behoove you to investigate the true cause of the level/step shift in order to more intelligently forecast this series.

Here is the Actual and Cleansed plot enter image description here

The reason that arima (memory) doesn't work (alone) is that there is determinstic structure in the data .

second example:

This is also a hybrid model arima (1,1,0) with two pulses reflecting external deterministic inputs. The Actual/Fit and Forecast is here enter image description here with equation here enter image description here and here enter image description here with statistical summary here enter image description here and forenter image description hereecasts here . The Actual and cleansed graph is here enter image description here

IrishStat
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