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I'm trying to forecast Poisson data, divided in groups, of 1-26 months of data, depending on the group. Of the pooled data 65% has a value of 0 and 25% a value of 1. I couldn't find any trends or seasonality, so I started to test a couple of different stationairy models. MA(3), MA(6), Simple Exponential Smoothing, Naïve and Simple Mean.

I need to forecast 1-6 months ahead and used MAD, MSE and RMSE to test the accuracy of the models. It looks like the most accurate is Simple Mean, with an RMSE of 1 and an MAD of 0,638. I think this is really high but I have no clue how to do anything about this.

Are there forecasting methods I didn't think about that could be way better? Am I over-looking something?

The only thing I was able to find about prediction intervals was F+ts and F-ts with F as forecast, t as t distribution with alfa (n-2) and s as standard deviation. It don't think it was a really trustworthly source but since I wasn't able to find anything else, I'm not sure about how to set up those prediction intervals. Is this method right?

I don't have R to use. I need to do it myself.

I'm trying to forecast Poisson data, divided in groups, of 1-26 months of data, depending on the group. Of the pooled data 65% has a value of 0 and 25% a value of 1. I couldn't find any trends or seasonality, so I started to test a couple of different stationairy models. Moving average (3), Moving Average (6), Simple Exponential Smoothing, Naïve and Simple Mean.

I need to forecast 1-6 months ahead and used MAD, MSE and RMSE to test the accuracy of the models. It looks like the most accurate is Simple Mean, with an RMSE of 1 and an MAD of 0,638. I think this is really high but I have no clue how to do anything about this.

Are there forecasting methods I didn't think about that could be way better? Am I over-looking something?

The only thing I was able to find about prediction intervals was F+ts and F-ts with F as forecast, t as t distribution with alfa (n-2) and s as standard deviation. It don't think it was a really trustworthly source but since I wasn't able to find anything else, I'm not sure about how to set up those prediction intervals. Is this method right?

I don't have R to use. I need to do it myself.