RAGHAVENDRA PRASAD
2010-Mar-31 06:12 UTC
[R] Predict function in ARIMA/GARCH- Real time forecastinng
Hi, I m working on time series forecasting.I was checking ARIMA and GARCH model for forecasting.Is there any possibility that we can include test data as input for predict function.I am working on real time forecasting where i would be getting real time feeds using which i need forecast.As of now in Predict function we can use how many periods ahead we need the forecast.As of now we cannot use Predict function for real time forecasting.Is there any work around so that we can input the test data as one of the input to Predict function so that it can be used in real time scenarios? Regards, Raghav [[alternative HTML version deleted]]