Hello, I have a question regarding the predict command for ARIMA models. Why do I not have to give any input except the number of steps for the forecast? Which input value is used (in my case for “y(t)”)? Will the last parameter of the estimate vector be used (in my example “6”)? x <- c(1,2,3,4,5,6)model <- arima(x, order=c(1,0,0), method="ML")predict(model, n.ahead = 1) -> Model: y(t+1) = 3.5 + 0.8925 * y(t) Which value is used for y(t) in the case of n.ahead = 1? Thank you,Fabian [[alternative HTML version deleted]]
Hello everybody, can someone please help me with this, please? Kind regards,Fabian From: schrott08@hotmail.com To: r-help@r-project.org Date: Mon, 10 Sep 2012 14:51:01 +0000 Subject: [R] predict arima Hello, I have a question regarding the predict command for ARIMA models. Why do I not have to give any input except the number of steps for the forecast? Which input value is used (in my case for “y(t)”)? Will the last parameter of the estimate vector be used (in my example “6”)? x <- c(1,2,3,4,5,6) model <- arima(x, order=c(1,0,0), method="ML") predict(model, n.ahead = 1) -> Model: y(t+1) = 3.5 + 0.8925 * y(t) Which value is used for y(t) in the case of n.ahead = 1? Thank you,Fabian ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]]
On Sep 11, 2012, at 12:26 AM, Peter Jackson wrote:> Hello everybody, can someone please help me with this, please? Kind regards,Fabian > From: schrott08 at hotmail.com > To: r-help at r-project.org > Date: Mon, 10 Sep 2012 14:51:01 +0000 > Subject: [R] predict arima > > > Hello, I have a question regarding the predict command for ARIMA models. Why do I not have to give any input except the number of steps for the forecast? Which input value is used (in my case for ?y(t)?)? Will the last parameter of the estimate vector be used (in my example ?6?)? x <- c(1,2,3,4,5,6) > model <- arima(x, order=c(1,0,0), method="ML") > predict(model, n.ahead = 1) -> Model: > y(t+1) = 3.5 + 0.8925 * y(t) Which value is used for y(t) in the case of n.ahead = 1? Thank you,Fabian >I'm guessing that everyone who looked at this yesterday thought it had the aroma of homework. Posting a duplicate shows little interim effort on your part ,,, as well as not reading the Posting Guide where the no homework policy is described. -- David Winsemius, MD Alameda, CA, USA