On Sep 7, 2010, at 9:33 PM, David Winsemius wrote:
On Sep 7, 2010, at 7:51 PM, lord12 wrote:
For each arima model, can you output an associated confidence
interval for
the predicted value at each time point?
?arima0
arima0 will return "... a list with components "pred", the
predictions, and "se", the estimated standard errors" as time series
when se.fit = TRUE.
See also:
predict.Arima {stats}
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David Winsemius, MD
West Hartford, CT
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David Winsemius, MD
West Hartford, CT
______________________________________________
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.