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m3b
2011 Nov 15
0
Forescasting using predict() in an object of class arimax when there is an outlier IO in the model.
.... The object is a model of a time series in
which I identified an IO oulier at the element 33 of the serie (using the
function detectIO() from the package TSA in an object arimax that
corresponds a model ARIMA(1,1,0) that not include the outlier) , so I
incorporated this in the model ARIMA(1,1,0):
mz3B<-arimax(z3B,io=c(33),order=c(1,1,0))
where the object z3B is a time series of class ts . When I want to use the
predict() method, there is a problem, and a warning message is printed:
> predict(mz3B,n.ahead=12)
Error in dim(data) <- dim : Attempting to specify an attribute in a NULL
So i...