ARIMA model seems offset by 1 period Vs Actuals

[rgagnon]

Hello all! 

I used an ARIMA model in order to predict weekly sales.  I'm looking at 130 weeks of data, trying to forecast up to 26 weeks in the future, starting 1st week of 2016 (input into Series Starting Period field)

The model seems to be offset by 1 week compared to the actuals, is there a way to adjust for this?  

Ray

 Model's Peaks and Lows seem offset by 1 period Vs Actuals

[MichaelF · Accepted solution]

Hi @rgagnon

So the shaded blue region is where the predictions are and the gray line is the Actual values, which is given by your data. The reason the gray line doesn't connect to shaded blue is because there is no actual value for the line to connect to. So if you were to draw a line, what would you draw that line to? Nothing exists, which is why this gap exists.

Hope that clears things up!

Mike

[Carrie_]

Did you figure this out? I see the same thing in my models.