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