[R] inconsistency in forecast package....

[akshay kulkarni]

dear members,
                           I am using R to do my research for Day Trading in INDIA. I have a list of 206 stocks to work with.

I have extracted a parameter of a stock based on the OHLC data of the stock. It includes values both less than and greater than 1 ( It basically is a ratio). I am using forecast package to predict the value of the parameter for the next day.

However, the value of the parameter is greater than 1 for all stocks! Actually, according to statistics, half of the stocks should have value less than 1 and half greater than 1.

Is this because of  a one odd day or is there some techniques of properly handling the forecast package?

very many thanks for your time and effort...
yours sincerely,
AKSHAY M KULKARNI

	[[alternative HTML version deleted]]