R help - Nov 2005 - arima prediction

x<-c(-1.873....,-0.121)  # 23 numerics;
  x.arma12 <- armaFit(x ~ arma(1,2))
  #estimates y[t]= -0.11465 - 0.23767 y[t-1] - 0.14230 e[t-1] -0.85770 e[t-2] +
e[t];
   
  # ? how to predict 46 steps ahead based on 23 data points? 
  # the following doesn't work since n is in armaSim rather than armaFit;
  predict(x.arima12, n.ahead=46) 
   
  # Thanks

		
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Jin, I think you are using ARIMA in a wrong situation because ARIMA is a
short-momery model. Plus, 23 data points is also problematic.

On 11/21/05, Xiaodong Jin <close2ceo@yahoo.com>
wrote:
>
> x<-c(-1.873....,-0.121) # 23 numerics;
> x.arma12 <- armaFit(x ~ arma(1,2))
> #estimates y[t]= -0.11465 - 0.23767 y[t-1] - 0.14230 e[t-1] -0.85770e[t-2]
+ e[t];
>
> # ? how to predict 46 steps ahead based on 23 data points?
> # the following doesn't work since n is in armaSim rather than armaFit;
> predict(x.arima12, n.ahead=46)
>
> # Thanks
>
>
> ---------------------------------
>
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>
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--
WenSui Liu
(http://statcompute.blogspot.com)
Senior Decision Support Analyst
Cincinnati Children Hospital Medical Center

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