time series - R-Weekly Forecast -
when use ts <- ts(df, frequency=52, start=c(2007,1)) , print it, got results shown below, instead of 2007.01, 2007.02, 2007.52 ...., got 2007.000, 2007.019, ....which gets 1/52=0.019 mathematically correct not easy interpret, there way label date data frame or @ least 2007 wk1, 2007 wk2 ... time series: start = c(2007, 1) end = c(2014, 11) frequency = 52 week, amount 2007.000, 645575.4 2007.019, 2185193.2 2007.038, 1016711.8 2007.058, 1894056.4 2007.077, 2317517.6 2007.096, 2522955.8 2007.115, 2266107.3 fit <- auto.arima(dmsales[[2]]) fcast<-forecast(fit,h=input$ahead) dfcast<-data.frame(fcast) b<-data.frame(seq(as.date(dmsales[[3]]+7), = "week", length.out = input$ahead)) ffcast<-as.data.frame(cbind(b,dfcast$point.forecast,dfcast$lo.95,dfcast$hi.95)) names(ffcast)<-c("week","forecast","lo-95","hi-95")