When analyzing without auto regression

[boozesounds]

I analyzed data that simply repeats 1,2,3,4,5,6,7,8,9,10,9,8,7,6,5,4,3,2,1

When giving lag using auto regression

Zoom in on auto regression results

When not to use auto regression

Why is there so much difference? How can I make the analysis work even when autoregression is not used?

[ourownstory]

AR can take the current state into account.
time features only can only capture trend and seasonality. you might be able to capture it with a manually tuned seasonality.