Hello everybody, can someone please help me with this, please? Kind
regards,Fabian
From: schrot...@hotmail.com
To: r-help@r-project.org
Date: Mon, 10 Sep 2012 14:51:01 +0000
Subject: [R] predict arima
Hello, I have a question regarding the predict command for ARIMA models. Why do
I not have to give any input except the number of steps for the forecast? Which
input value is used (in my case for y(t))? Will the last parameter of the
estimate vector be used (in my example 6)? x <- c(1,2,3,4,5,6)
model <- arima(x, order=c(1,0,0), method="ML")
predict(model, n.ahead = 1) -> Model:
y(t+1) = 3.5 + 0.8925 * y(t) Which value is used for y(t) in the case of
n.ahead = 1? Thank you,Fabian
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