[R] predict with arima0

Prof Brian D Ripley ripley at stats.ox.ac.uk
Thu Apr 4 07:56:12 CEST 2002


On Wed, 3 Apr 2002, Erin Hodgess wrote:

> Dear R People:
>
> I'm having some problems with the predict command after the arima0
> fit.  Here is my output:
>
> > xx <- arima0(xm1,order=c(1,1,1))
> > xx
>
> Call:
> arima0(x = xm1, order = c(1, 1, 1))
>
> Coefficients:
>     ar1      ma1
>  0.5084  -0.6205
>
> Approx standard errors:
>    ar1     ma1
> 0.2100  0.1889
>
> sigma^2 estimated as 9.055:  log likelihood = -814.17,  aic = 1632.34
> > predict(xx,n.ahead=3)
> Error in round(x, digits) : Non-numeric argument to mathematical function
> >
>
> Is there anything obviously wrong, please?  I'd be glad to send over the
> data if it would help!

Is xm1 actually a time series?  That's what happens if it is not,
but it is documented that the `x' argument must be a time series.

-- 
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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