Have you considered "arima" and "predict.Arima"?
spencer graves
Renuka Sane wrote:
> I am trying to do a forecasting exercise for a series, x. My forecast
> model consists of the following
>
> I first regress log(x) on time and dummy variables for each month.
> lm(log(x) ~ t
I am trying to do a forecasting exercise for a series, x. My forecast
model consists of the following
I first regress log(x) on time and dummy variables for each month.
lm(log(x) ~ time + monthly dummies)
I then use predict() to obtain a prediction for the next year.
I then fit an AR(6)/AR(12) mo
