Hi, Sandeep, what is your specification of p, d, q? it is not surprising to have all forecasted with same value.
On 12/24/07, Sandeep Nikam <[EMAIL PROTECTED]> wrote: > Hi, > > This is regarding the ARIMA model. > > I am having time series data of stock of 2000 values. Using the ARIMA model > in R, I want the forcasted values for next 36 time points. > > However when I run this model in R, I am getting same value for all 36 time > points. > I have tried to fit the data with ARIMA model by changing the parameters > p,d,q after looking at the errors and other criteria for selecting the p,d,q > value. > > So could you please help me in this regard, and if require I can send the > data file too. > > With rgds, > > Sandeep > > [[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. > -- =============================== WenSui Liu Statistical Project Manager ChoicePoint Precision Marketing (http://spaces.msn.com/statcompute/blog) ______________________________________________ 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.
