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momeny
2005 Nov 21
1
arima prediction
x<-c(-1.873....,-0.121) # 23 numerics;
x.arma12 <- armaFit(x ~ arma(1,2))
#estimates y[t]= -0.11465 - 0.23767 y[t-1] - 0.14230 e[t-1] -0.85770 e[t-2] + e[t];
# ? how to predict 46 steps ahead based on 23 data points?
# the following doesn't work since n is in armaSim rather than armaFit;
predict(x.arima12, n.ahead=46)
# Thanks
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