Where did you find the function "forecast"? It is NOT a standard R
function.
I just tried 'methods(class="ar")', which produced the
following:
[1] predict.ar* print.ar*
Non-visible functions are asterisked
The documentation for 'predict.ar' includes the following example:
> sunspot.ar <- ar(sunspot.year)
> (pred.sunspot <- predict(sunspot.ar, n.ahead=25))
$pred
Time Series:
Start = 1989
End = 2013
Frequency = 1
[1] 135.25933 148.09051 133.98476 106.61344 71.21921 40.84057 18.70100
[8] 11.52416 27.24208 56.99888 87.86705 107.62926 111.05437 98.05484
[15] 74.84085 48.80128 27.65441 18.15075 23.15355 40.04723 61.95906
[22] 80.79092 90.11420 87.44131 74.42284
$se
Time Series:
Start = 1989
End = 2013
Frequency = 1
[1] 16.35519 24.68467 28.95653 29.97401 30.07714 30.15629 30.35971
30.58793
[9] 30.71100 30.74276 31.42565 32.96467 34.48910 35.33601 35.51890
35.52034
[17] 35.62544 35.63564 35.63623 35.65107 35.70321 35.74992 35.78223 35.78905
[25] 35.78905
Does this answer your question?
spencer graves
Julija Kackina wrote:
> Hello!
>
>
>
> I'm trying to forecast the UK exchange rate. To estimate my model I use
> ar() function. However, I can't get a forecast of the exchange rate
> using the function forecast().
>
>
>
> Regards,
>
> Julija Kackina
>
>
> [[alternative HTML version deleted]]
>
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