Home Forums Question about ARIMA forecast

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  • #1949
    hessinemaaoui
    Keymaster

    Hi,
      I am a newer of SuanShuers and I want to use ARIMA model in SuanShu to forecast next value of time series just like last topic “ARIMA forecast”. After reading the reply of last topic, I have a try using my own data and the codes are listed below. However, some new questions appear.

    My Data:

    Source Code:

     

    and the output is:

    My questions are:
      1. the forecast accuracy is too low, prediction value is 4.246 but real value is 2.78
      2. how to determine p,d,q automatically?
      3. why error != |real-prediction|?

    Thanks for your kindly attention and Waitng for your help.

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