I have a data frame that reads
client ID date transcations
323232 11/1/2010 22
323232 11/2/2010 0
323232 11/3/2010 missing
121212 11/10/2010 32
121212 11/11/2010 15
.................................
I want to order the rows by client ID and date and using a black-box
forecasting method create the data fcst(client,date of forecast, date
for which forecast applies).
Assume that I have a function that given a time series
x(1),x(2),....x(k) will generate f(i,j) where f(i,j) = forecast j days
ahead, given data till date i.
How can the forecast data be best stored and how would I go about the
taks of processing all the clients and dates?
Thanks.