Displaying 1 result from an estimated 1 matches for "arima_model".
2006 Oct 19
1
predict.Arima question
Hi,
I am trying to forecast a model using predict.Arima
I found arima model for a data set: x={x1,x2,x3,...,x(t)}
arima_model = arima(x,order=c(1,0,1))
I am forecasting the next N lags using predict:
arima_pred = predict(arima_model,n.ahead = N, se.fit=T)
If I have one more point in my series, let's say x(t+1). I do not want to
recalibrate themodel, I just want to forecast the next N-1 lags using the
same model fo...