Prof. Hydman's book is a good place to start : https://www.otexts.org/fpp -----Original Message----- From: "randomness" [m.kofler at aew.eu] Date: 04/28/2015 01:52 PM To: r-help at r-project.org Subject: [R] Forecasting prices Hi, apologies in advance for the generic question but I would highly appreciate if someone pointed me in the right direction. My challenge: I need to forecast Prices (Gas & Electricity Spot). Both gas and electricity Show Autocorrelative and seasonal (hourly, daily, monthly) behaviour. And there are explaining variables, of which I have forecasts out of Reuters (temp, production etc). I have looked at dynamic linear Regression and neural Networks so far. It would be great if someone can provide any Input, which model they would suggest using. I got several conflicting opinions so far, which is of course suboptimal as I would love to Focus on one subject. Of course if you can suggest any literature or even have some code I would be very grateful. Many thanks! Markus -- View this message in context: http://r.789695.n4.nabble.com/Forecasting-prices-tp4706535.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.