[R] Time forecasting next step.

rkevinburton at charter.net rkevinburton at charter.net
Mon Oct 19 15:34:44 CEST 2009

This is kind of a general question about methodology more than anything. But I was looking for fome advice. I have fit a time-series model and feel pretty confident that I have taken this model (exponential smoothing) as far as it will go. In other words looking at the data and the fitted curves I think it is as close as I can get. But when I plot the residuals and form a qqplot it seems that the residuals are not "normal". From the QQ-plot there is some factor that is influencing the series that cannot be attributed to "noramal random" fluxuation. I can run 'tsdiag' to determine basically whether the residuals are normall and random, but what if they are not? What would be the next set of 'R' commands that I might run to find this influence?

Any suggestions?


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