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 results which made me very disappointed.
Note that, I basically use plot(forecast(auto.arima(invecTS), 24)) statement to construct model with arima, forecast 24 future values & plot the results. Could you suggest me better forecasting methods that I can apply in R ? Thanks, best regards.. Ozcan [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list 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.