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Python is a programming language commonly used for machine learning. Use this tag for any *on-topic* question that (a) involves `Python` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `Python`.
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Why doesn't ARIMA work on my time series data?
You have only 5 months worth of data, I assume observed on daily basis. Your cycle is monthly so m should be 30.
Also, your data looks seasonal and therefore should set to true.
Don't try to overfit …