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acpi
2010 May 02
0
how to plot forecast together with historical series in OLS or special ARIMA model
Dear R users,
Please let me know how to plot the forecast in such a model:
First I do it simple with ARIMA model that works ok with the codes provided to me at the lecture:
arima<-arima(HCPIlong, order=c(1,1,0))
arima.predict<-predict(arima, n.ahead= 5 )
ts.plot(HCPIlong,arima.predict$pred,lty=1:2, main="Forecast of HCPI")
But I need to include the additional variable in my model to check if it helps to predict the outcome:
First I built the OLS model with the same lag...