[R] ARIMA problem

[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 <spndeep at googlemail.com> 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]]
>
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-- 
===============================
WenSui Liu
Statistical Project Manager
ChoicePoint Precision Marketing
(http://spaces.msn.com/statcompute/blog)