Time seiries forecasting SARIMA

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Vasilis Chatziilias
Vasilis Chatziilias am 20 Mär. 2020
Bearbeitet: Arthur Wong am 4 Mai 2020
How forecasting works?
example: y = xlsread("file.xlsx");
SARIMA_y = arima('Constant',NaN,'ARLags',[],'D',1,'MALags',1,'SARLags',12,'Seasonality',0,'SMALags',[],'Distribution','Gaussian');
SARIMA_y = estimate(SARIMA_y,y,'Display','off');
Y = forecast(SARIMA_y(y),y,12);
Even though the values of y go up and down, the result of Y is a 12x1 vector that only goes up.
How to forecast demand?
  1 Kommentar
Arthur Wong
Arthur Wong am 4 Mai 2020
Bearbeitet: Arthur Wong am 4 Mai 2020
this is same happening to me when i am using ARIMA. The ahead foreacast just a straight line and not as expected got curve or changes

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