How to predict multi step ahead time series data?

Hello all,

I'm doing a new project on R. I got stuck in a step where I have to forecast a multi step ahead time series.

Any code snippet will be very helpful for me to proceed. Kindly help.

Problem :

I have a time series data of 578 points and I need to forecast next 144 points which are unknown to me. These 144 points will be multi step ahead forecast points.

The problem can be seen as I have 80 percent data with me and rest unknown 20 percent I need to predict. (Any relevant approach is great for me)

Thanks in advanced.


I recommend checking out Forecasting: Principles and Practice by Hyndman and Athanasopoulos. The text provides a useful (and tidy) introduction to time series forecasting, with examples/code demonstrating the forecasting workflow in R. Good luck!

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