R help - Feb 2007 - (no subject)

Hi.

I hope you can help me...

 

I have fitted the following ARIMA model:
arima1<-arima(bigspring$log.volume, order=c(0,1,2))

I need to predict 30 days ahead.  I used following code
predict(arima1,n.ahead=30,se=T)

 

However I get 30 predictions, but from predictions 2:30 I get the same
predictions.  Why is this?  What am I doing wrong

 

Thanks

Catherine



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England
Company Registration Number 2800886 
Tel: +44 (0) 161 228 0040	Fax: +44 (0) 161 236 6305
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You're not doing anything wrong. You fit an arima(0,1,2) so it doesn't
know the epsilon terms going
forward are after the first step so it assumes them to be zero so you
get the same forecast every day.  I think you would have to 
re-estimate each day if you want different forecasts every day.


-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Catherine Dempsey
Sent: Thursday, February 08, 2007 9:59 AM
To: 'r-help at lists.R-project.org'
Subject: [R] (no subject)

Hi.

I hope you can help me...

 

I have fitted the following ARIMA model:
arima1<-arima(bigspring$log.volume, order=c(0,1,2))

I need to predict 30 days ahead.  I used following code
predict(arima1,n.ahead=30,se=T)

 

However I get 30 predictions, but from predictions 2:30 I get the same
predictions.  Why is this?  What am I doing wrong

 

Thanks

Catherine



KSS Ltd
Seventh Floor  St James's Buildings  79 Oxford Street  Manchester  M1
6SS  England Company Registration Number 2800886 
Tel: +44 (0) 161 228 0040	Fax: +44 (0) 161 236 6305
mailto:kssg at kssg.com		http://www.kssg.com


The information in this Internet email is confidential and\ ...{{dropped}}

Hi,

I wish to plot a dendrogram, but without the y-axis. Simply setting
yaxt="n"
does not work. Does anyone know what would work?

Kind regards,

Wessel van Wieringen