Displaying 1 result from an estimated 1 matches for "multiperiod".
2004 Sep 14
1
rolling n-step predictions for ARIMA models
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...