Understanding forecasting in R

I am presently trying to learn R. I would like to be able to apply it more in my work environment as I am an analyst in the Health Care industry. I am presently trying to use R to forecast. What is the best forecasting package in R?

I am presently using the forecast package. I have tried to fit the ets models to my data but I feel that it is giving me some fairly unreasonable solutions. The data is flat, meaning that it does not linearly increase and there are some fluctuations, but I have not been able to assess whether or not those fluctuations are seasonal. I am assuming they are not.

How can I calculate the out of sample error when I am comparing forecasting models? Also, is there a way to plot my forecasted data against the actual values? Lastly, how can I determine the model that is generated from the forecast?

• Post your data and any causal variables that drive your business and specify the frequency of the data. Provide any causal variables that explain any outliers, trends or level shifts. – Tom Reilly Mar 28 '12 at 16:21
• I believe Tom Reilly is suggesting to provide a more precise description of your data, or a snapshot thereof, in order to get more insights of its peculiarities. – chl Mar 28 '12 at 21:03