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 --------------------------------- [[alternative HTML version deleted]]
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 > > > --------------------------------- > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > R-project.org/posting-guide.html >-- WenSui Liu (statcompute.blogspot.com) Senior Decision Support Analyst Cincinnati Children Hospital Medical Center [[alternative HTML version deleted]]