R help - Dec 2010 - Question on ARIMA Prediction

Dear all,

I'm new to R and time series analysis. I'd appreciate if you could shed
light on my problem.

Here is what I have been trying to do:
1. I fit the model ARIMA(1,0,0) with the training dataset xdata[1:100]
fitit = arima(xdata, order=c(1,0,0)

2. I have some current observations in the buffer. Say that
buf = xdata_new[1:20]

3. I'm trying to forecast the xdata_new[21] based on the history
fore=predict(fitit,buf,n.ahead=1)

However, the results of fore$pred give me 20 predicted values from 101 to
120. I'm really confused why this happens. Could you give me some
suggestions? It'd be great if there is a similar example.

Thank you very much.

Best,
Jiakang

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Does anyone have similar experience before? I'd appreciate any
suggestion/advice from the community.

On Wed, Dec 8, 2010 at 4:05 PM, Jiakang Lu <jl9jb@virginia.edu> wrote:
> Dear all,
>
> I'm new to R and time series analysis. I'd appreciate if you could
shed
> light on my problem.
>
> Here is what I have been trying to do:
> 1. I fit the model ARIMA(1,0,0) with the training dataset xdata[1:100]
> fitit = arima(xdata, order=c(1,0,0)
>
> 2. I have some current observations in the buffer. Say that
> buf = xdata_new[1:20]
>
> 3. I'm trying to forecast the xdata_new[21] based on the history
> fore=predict(fitit,buf,n.ahead=1)
>
> However, the results of fore$pred give me 20 predicted values from 101 to
> 120. I'm really confused why this happens. Could you give me some
> suggestions? It'd be great if there is a similar example.
>
> Thank you very much.
>
> Best,
> Jiakang
>
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