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arma
2011 Oct 12
0
ARMA and prediction
Hello,
I am running an ARMA model to run forecast for changes in S&P 500 prices.
My ARMA calculations look as follows
armacal <- arma( spdata, order = c(0,4), lag = list(ma = c(1,2,4)) )
Output:
Call:
arma(x = spdata, order = c(0, 4), lag = list(ma = c(1, 2, 4)) )
Coefficient(s):
ma1 ma2 ma4 intercept
-0.073868 0.058020 -0.081292 0.007082
All's bright and sunny till this point......