'Will increasing training ratio of the train test split always increase accuracy?
I'm following an ARIMA tutorial from: https://machinelearningmastery.com/arima-for-time-series-forecasting-with-python/
He trains 66% of his data which results in a forecast and error like this:

ARIMA Rolling RMSE: 89.0210557987182
ARIMA Rolling MSE: 7924.7483755184985
ARIMA Rolling MAE: 68.66932854820298
ARIMA Rolling R2 Score: 0.21686864845457443
I then increased the amount of training to 70% which resulted in this:

ARIMA Rolling RMSE: 95.76039068274046
ARIMA Rolling MSE: 9170.052423711088
ARIMA Rolling MAE: 76.8507968436898
ARIMA Rolling R2 Score: 0.02235751415003584
Graph wise, both plots look very similar which I would have expected, however looking at the metrics, all metrics are much worse for the 70:30 split. Especially the R2 metric which only achieves 2% accuracy compared to 21% of the slightly longer training.
I increased and decreased the split for larger values and the same thing happened.
Is there a reason why this may be?
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