I sometimes get asked about forecasting many time series automatically. Here is a recent email, for example: I have looked but cannot find any info on generating forecasts on multiple data sets in sequence. I have been using analysis services for sql server to generate fitted time series but it is too much of a black box (or I don’t know enough to tweak/manage the inputs). In short, what package should I research that will allow me to load data, generate a forecast (presumably best fit), export the forecast then repeat for a few thousand …