Time seiries forecasting SARIMA

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Vasilis Chatziilias 2020-3-20

编辑： Arthur Wong 2020-5-4

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?

Arthur Wong 2020-5-4

编辑：Arthur Wong 2020-5-4

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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