search for: horizonforecast

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

...n 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

...es) Then the tricky part: I want to estimate the betas for January 2004, March 2004 and January 2005 (that is, 1-3-12 months horizon). BUT, when estimating March 2004, I just want March 2004, and not also again January 2004 and February 2004. Same thing for January 2005. I tried to use the function horizonForecasts but it seems not working properly. Then, I want to compare the forecasts with the actual betas in order to get RMSE and MAE. So I tried the following: betas[241,]-pr$forecast error BETA[241,]-pr$forecast non-numeric argument to binary operator BETAS[241,]-pr$forecast incorrect number of dimension...

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