[R] predicting arma

Fabian Moerchen fabian at mybytes.de
Mon Dec 10 15:03:02 CET 2001


if was referring to arma from tseries. it has neither predict nor
forecast.

arima0 has predict but is missing the possibility to constrain models.

On Mon, 2001-12-10 at 19:08, Prof Brian Ripley wrote:
> On Mon, 10 Dec 2001, Giovanni Petris wrote:
> 
> >
> > Ooops,
> >
> > I meant predict(). I got confused with Splus, that has arima.forecast().
> 
> One of you confused arima0 in package ts with arma in package tseries ...
> 
> > Sorry,
> > Giovanni
> >
> > > Date: Mon, 10 Dec 2001 09:07:12 -0600 (CST)
> > > From: Giovanni Petris <GPetris at uark.edu>
> > > arima0.forecast()
> > >
> > > Giovanni
> > >
> > > > From: Fabian Moerchen <fabian at mybytes.de>
> > > > Date: 07 Dec 2001 17:44:51 +0100
> > > >
> > > > how can i predict with an arma object? there doesn't seem to be a
> > > > predict method for these objects.
> > > >
> > > > > predict(x.ar13)
> > > > Error in predict(x.ar13) : no applicable method for "predict"
> > > >
> > > > bye
> > > > fabian
> > > >
> 
> -- 
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272860 (secr)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
> 
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