roman_elessar1
2011-Nov-15 23:40 UTC
[R] Forescasting using predict() in an object of class arimax when there is an outlier IO in the model.
Forescasting using predict() in an object of class arimax when there is an outlier IO in the model. Hi R users I have a problem when a use the predict() method in an object of class arimax ( These objects are the results of the implementation of the function arimax() from the TSA library) . The object is a model of a time series in which I identified an IO oulier at the element 33 of the serie (using the function detectIO() from the package TSA in an object arimax that corresponds a model ARIMA(1,1,0) that not include the outlier) , so I incorporated this in the model ARIMA(1,1,0): mz3B<-arimax(z3B,io=c(33),order=c(1,1,0)) where the object z3B is a time series of class ts . When I want to use the predict() method, there is a problem, and a warning message is printed:> predict(mz3B,n.ahead=12)Error in dim(data) <- dim : Attempting to specify an attribute in a NULL So i dont know how to resolve this problem. Maybe a need to use another function to make the forecast, but I don?t have any idea. Thanks in advance for any responders. The data I used is the next: Jan Feb Mar Apr May Jun Jul Aug Sep Oct 2008 36.54 23.03 24.97 23.80 42.62 31.92 22.43 33.59 28.30 49.08 2009 45.59 38.38 37.85 31.93 30.52 30.79 33.62 38.25 27.35 34.21 2010 38.18 39.70 40.17 33.85 36.98 41.44 44.97 47.91 74.31 53.78 Nov Dec 2008 38.99 46.06 2009 37.66 41.96 2010 61.31 70.46 -- View this message in context: http://r.789695.n4.nabble.com/Forescasting-using-predict-in-an-object-of-class-arimax-when-there-is-an-outlier-IO-in-the-model-tp4074693p4074693.html Sent from the R help mailing list archive at Nabble.com.