Dear all,
I just have a short question regarding the forecasting of ARIMA models with
external regressors.
I tried to program a ARX(1) model
arx.mod <- arima(reihe.lern, order = c(1, 0, 0), seasonal list(order = c(0,
0, 0), period = 52), xreg = lern.design, include.mean TRUE)
for which I need to estimate the next (105th) value. Xreg=lern.design is -
at this time - 104 rows long. I tried to use the following function:
predict(arx.mod, n.ahead = 1, newxreg=lern.design[105,])
Here, lern.design is 105 rows long, same number of columns. Now the problem
is the following error:
Error in predict.Arima(arx.mod, n.ahead = 1, newxreg lern.design[105, :
'xreg' and 'newxreg' have different numbers of columns
If I use the total "new" lern.design matrix with the external
regressor
information (105 rows), R estimates every observation and the 105th is no
longer correct (I recalculated is manually).
What can I do? I just need the forecasted value for the 105th observation so
that I can add this to my data and create a new one-step forecast.
Thanks for your help!
Kind regards
Malte R?sing