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ARIMA vs ESM Model

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Contributor
Posts: 27

ARIMA vs ESM Model

Hi,

which is best model for forecasting, i know this appears to be a vague question, but still want to through this to all wise people, to understand in order forecast, which is the best model to used.

 

in my scenario i have 40 years of historical data. i am open to share any other info u need, but really want to understand various Timeseries model availble and which one to use , and which one to ignore.

 

as what i am noticing is the forecast studio is auto selecting the model and i have no control, in some scenarios level 6 has different model and level 5 has a different moel,which is very confusing for me.

Super Contributor
Posts: 490

Re: ARIMA vs ESM Model

[ Edited ]

You can start by this short usage comparison:

http://support.sas.com/rnd/app/ets/cap/ets_autofore.html

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