I am using auto.arima() for forecasting. When I am using any in built data such as "AirPassengers" it is capturing seasonality. But, If I am entering data in any other format (in vector form or from an excel sheet) it is not detecting seasonality.
Is there any specific format in which it detects seasonality or I am doing some thing wrong?
Does data have to be entered in a specific format?
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Best Answer
As @Dmitrij Celov commented, make sure your data is a ts() object, with the proper frequency. For example, if you have a vector of quarterly data, x = c(4,3,2,1,4,3,2,1), create y=ts(x,frequency=4). Use frequency=12 for monthly data, etc.