[R] Odd Results when using R's auto.arima function

[PaulJr]

Good morning everyone,

I have attached an Excel file that contains a macro from which I call and
use R's auto.arima function to generate forecasts. The program runs
perfectly and it gets me the results; however, those results are pretty
unusual. I also tried using the auto.arima function directly in the R
console and still get weird results.

The results are shown in columns AB, AC and AD respectively and the
historical data upon which I based my forecasts is in column E. If you look
at the results, the values generated by the auto.arima function are quite
low compared to the past data used to generate the forecasts and, in several
cases, the forecasted values come out negative.

What could be causing those forecasted values to be negative? Could this be
a bug of the auto.arima function? Is there any other function (apart from
auto.arima) that I could use for automatic model fitting to forecast?

http://r.789695.n4.nabble.com/file/n4638683/TestAutoArimaFunction.xlsm
TestAutoArimaFunction.xlsm 

Any help will be greatly appreciated,

Regards,

Paul



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