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New in Mathematica 10 › Expanded Time Series Processes ›

Use Fitted Model to Forecast Time Series 

The time series model found by TimeSeriesModelFit can be directly used in TimeSeriesForecast to forecast the time series under investigation.

Sample an ARMA(3,2) process.

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Use TimeSeriesModelFit to automatically decide the time series process family, process orders, and process parameters.

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Use the fitted model in TimeSeriesForecast to predict future values of time series.

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Compute mean squared errors of the forecast.

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Use TimeSeriesThread to create error bands.

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