Re: [R] ARIMA problem

2007-12-27 Thread Max
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 <

Re: [R] ARIMA problem

2007-12-24 Thread Wensui Liu
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] ARIMA problem

2007-12-24 Thread Sandeep Nikam
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 ARI