I have just started to learn about forecasting. I thought it would be easy to create forecast models for a daily time series but have encountered a number of difficulties. Firstly most examples and available datasets are either in months or quarters. It is rare to find examples for weeks and days. Secondly it also appears difficult to create a timeseries object for days (365) and weeks (52) as these vary between years. This may just be the way the timeseries object works in R. I have had to use Zoo. I also have a concern that my data may not be properly modeled for use in packages like Forecast and HTS.
I am interested in how best to approach this problem. Any examples of forecasting to daily events that may cycle across years would be greatly appreciated.