The question remains as to what kind of stochastic process
best describes the weekly data. The relatively better
performance of the linear methods suggests a low-order
autoregressive process or a random walk plus noise model
(Chatfield 2002, S2.5.5), for which simple exponential
smoothing is optimal (Chatfield 2002, S4.3.1). However,
the identification of system dynamics, which might be
high dimensional and include unobserved environmental
influences would be difficult using the data available.