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los_2
2013 May 09
0
ARMA(p,q) prediction with pre-determined coefficients
...t it also contains an extra
predictor, GDP at time t.
I have only 20 observations on each variable except GDP for which I know
till 100 values.
And most importantly,I have also calculated the coefficients in some way
(these I want to use for prediction).
How can I use R to predict the value of Loss_22 (say) because I cannot
manually input the values of the white noise error at time 21 (since I
don't know what the actual observationL_21 is going to be).
I guess the arima() function can be used for this purpose and was going
through it where I found : "When regressors are specified, the...