I'm trying to analyze some data(I get data daily) in R and predict as accurately as I can what will happen in the future. I'm hoping I can predict a few months ahead, but anything that works well will be appreciated.
I have data from Jan 22 till the current day. There are around 10-15 variables that are connected closely, and while I'm looking to only predict one variable, the other variables might be of help in determining a more accurate prediction.
To sum up, I'm looking for an algorithm that accurately predicts data a couple of months ahead, with testing data of about 4 1/2 months, while taking into account other variables. It should look at the relationship between all variables and predict what the value of the said variable (or all variables) should be.