[R] ARIMA problem

[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 <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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