Hello I try to forecast with BSM. My data is in the annex. I dont understand why my forecasting result very interesting. You can see in annex (result.png) I expect that forecasting result must be increasing my code ; (fit <- StructTS(log10(x), type = "BSM")) plot(cbind(fitted(fit), resids=resid(fit)), main = "Data") library(forecast) plot(forecast(fit)) is there any idea? Thanks -------------- next part -------------- A non-text attachment was scrubbed... Name: result.PNG Type: image/png Size: 18297 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20150422/89607d82/attachment.png>