R - Geometric Brownian Motion Modelling

Question

I have monthly data in degree Fahrenheit. How do I use GBM modelling in R packages to simulate this and predict future outcomes? How time parameters to, tn and n are used?

I am using somebm package for this.

Here is my data:

Answer 1

please try to read the package docs before asking on stack overflow:
https://cran.r-project.org/web/packages/somebm/somebm.pdf

• T0 is the initial time, normally set to 0
• Tn is the final time, normally set to 1
• n is the number of points in between

Also consider that brownian motion is probably not the best approach to forecasting :)