Displaying 3 results from an estimated 3 matches for "featherforecast".
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featherforecasts
2004 Sep 14
1
rolling n-step predictions for ARIMA models
Hello:
I would like to generate rolling, multiperiod forecasts from an
estimated ARIMA model, but the function predict.Arima seems
only to generate forecasts from the last observation in the data
set. To implement this, I was looking for an argument like
'newdata=' in predict.lm.
I can write some code that does this for my particular problem,
but might there exist a
2005 Aug 16
0
vector autoregression
...rn will be used as an input for another model as conditioning data, so
I need it as a simple, numeric matrix. No exogenous input is used.
However, the standard forecast method produces a 1-element list
that includes a forecast matrix, yet I have no clue as to how to
extract the values of interest. Featherforecast and Horizonforecast
do not allow prediction only beyond the sample period, quote:
"from.periods cannot exceed available output data".
any help will be much appreciated,
regards,
konrad
2002 Dec 06
3
ts startdate
Dear R-users,
I am facing a trivial problem when trying to parameterise the start date
of a time series object. I am working with monthly data (104) performing
n-steps-ahead (6) forecasts and using a fixed window size (36). At the
end of calculations I have a list that contains 69 forecasts.
I have no problems in fixing the window size by parametrization, e.g.
k<- control variable in a for