r - Auto.arima is not showing any order -

i trying fit arima model using auto.arima function in r. result showing order (0,0,0) though data non-stationary.

auto.arima(x,approximation=true)

arima(0,0,0) non-zero mean

can advice why such results coming? btw running function on 10 data points.

10 data points low number of observations estimating arima model. doubt can make sensible estimation based on this. moreover, estimated model may depend on part of time series looked @ , adding few observations can change characteristics of estimated model significantly. example:

when take time series 10 observations, arima(0,0,0) model:

library(forecast) vec1 <- ts(c(10.26063, 10.60462, 10.37365, 11.03608, 11.19136, 11.13591, 10.84063, 10.66458, 11.06324, 10.75535), frequency = 12) fit1 <- auto.arima(vec1) summary(fit1) 

however, if use 30 observations, arima(1,0,0) model estimated:

vec2 <- ts(c(10.260626, 10.604616, 10.373652, 11.036079, 11.191359, 11.135914, 10.840628, 10.664575, 11.063239, 10.755350, 10.158032, 10.653669, 10.659231, 10.483478, 10.739133, 10.400146, 10.205993, 10.827950, 11.018257, 11.633930, 11.287756, 11.202727, 11.244572, 11.452180, 11.199706, 10.970823, 10.386131, 10.184201, 10.209338,  9.544736), frequency = 12) fit1 <- auto.arima(vec2) summary(fit1) 

if use whole time series (413 observations), auto.arima function estimates "arima(2,1,4)(0,0,1)[12] drift".

thus, think 10 observation indeed not enough information fitting model.