Displaying 1 result from an estimated 1 matches for "lakehous".
Did you mean:
lakehouse
2010 Aug 21
1
How to find residual in predict ARIMA
Dear All,
I have a model to predict time series data for example:
data(LakeHuron)
Lake.fit <- arima(LakeHuron,order=c(1,0,1))
then the function predict() can be used for predicting future data
with the model:
LakeH.pred <- predict(Lake.fit,n.ahead=5)
I can see the result LakeH.pred$pred and LakeH.pred$se but I did not
see residual in predict function.
If I have a model:
[\
Z_t =