search for: projectcentralarima

...der=c(AR,0,MA), ar=c(.1, .1, .1, .1, .1), ma=c(.1, .1, .1)), n=100) + 50 fit <- arima(sim, order = c(AR, 0, MA)) coefs <- fit$coef series <- sim innov <- fit$res pred <- 100 fit.predict <- predict(fit, n.ahead = pred) fit.r <- c(sim, fit.predict$pred) fit.custom <- ProjectCentralArima(AR = AR, MA = MA, d = 0, coefs = coefs, series = sim, innov = innov, pred = pred)$ser ProjectCentralArima function: ProjectCentralArima <- function(AR, MA, d, coefs, series, innov, pred) { if(d==0){ series.diff <- series } else { series.diff <- diff(series, lag=1, diffe...