I agree with Wensui, if you have a low order ARIMA model it is possible to get forecasts with the same values.
Wensui Liu expressed precisely : > 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. ______________________________________________ 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.
