Using the forecast package in R, auto.arima returns a model of type (0,0,3) with coefficients. To forecast the value at any point of time t, I can use the coefficients along with the white noise values e(t). How can we get the value for white noise? -- View this message in context: http://n4.nabble.com/Moving-Average-Model-tp1586447p1586447.html Sent from the R help mailing list archive at Nabble.com.
On Mar 9, 2010, at 1:54 PM, testuser wrote:> > Using the forecast package in R, auto.arima returns a model of type > (0,0,3) > with coefficients. To forecast the value at any point of time t, I > can use > the coefficients along with the white noise values e(t). How can we > get the > value for white noise?"Teach a man to fish": > RSiteSearch("shade the area under a curve") A search query has been submitted to http://search.r-project.org The results page should open in your browser shortly> -- > View this message in context: http://n4.nabble.com/Moving-Average-Model-tp1586447p1586447.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.David Winsemius, MD West Hartford, CT
On Mar 9, 2010, at 2:42 PM, David Winsemius wrote:> > On Mar 9, 2010, at 1:54 PM, testuser wrote: > >> >> Using the forecast package in R, auto.arima returns a model of type >> (0,0,3) >> with coefficients. To forecast the value at any point of time t, I >> can use >> the coefficients along with the white noise values e(t). How can we >> get the >> value for white noise? > > "Teach a man to fish": > > > RSiteSearch("shade the area under a curve") > A search query has been submitted to http://search.r-project.org > The results page should open in your browser shortlyObviously I had a problem with getting my reply lined up with the right question. This was intended as a strategy for "[R] Shade area under curve". It appears to work in this case as well: > RSiteSearch("arima forecast") A search query has been submitted to http://search.r-project.org The results page should open in your browser shortly (75 hits.)>David Winsemius, MD West Hartford, CT