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2007 Nov 26
3
Time Series Issues, Stationarity ..
Hello, I am very new to R and Time Series. I need some help including R codes about the following issues. I' ll really appreciate any number of answers... # I have a time series data composed of 24 values: myinput = c(n1,n2...,n24); # In order to make a forecasting a, I use the following codes result1 = arima(ts(myinput),order = c(p,d,q),seasonal = list(order=c(P,D,Q))) result2 =
2007 Dec 04
1
Best forecasting methods with Time Series ?
Hello, In order to do a future forecast based on my past Time Series data sets (salespricesproduct1, salespricesproduct2, etc..), I used arima() functions with different parameter combinations which give the smallest AIC. I also used auto.arima() which finds the parameters with the smallest AICs. But unfortuanetly I could not get satisfactory forecast() results, even sometimes catastrophic