search for: xdata_new

...R and time series analysis. I'd appreciate if you could shed light on my problem. Here is what I have been trying to do: 1. I fit the model ARIMA(1,0,0) with the training dataset xdata[1:100] fitit = arima(xdata, order=c(1,0,0) 2. I have some current observations in the buffer. Say that buf = xdata_new[1:20] 3. I'm trying to forecast the xdata_new[21] based on the history fore=predict(fitit,buf,n.ahead=1) However, the results of fore$pred give me 20 predicted values from 101 to 120. I'm really confused why this happens. Could you give me some suggestions? It'd be great if there is a...