[R] predict(arima)

Prof Brian Ripley ripley at stats.ox.ac.uk
Sun Aug 29 15:43:03 CEST 2004


Nothing is wrong with arima: those commands are part of make check, so 
your copy of R has been corrupted.  Search for masked functions, and try 
starting R with --vanilla.

On Sun, 29 Aug 2004, Remigijus Lapinskas wrote:

> Dear All,
> 
> R 1.9.1, Windows
> 
> When copying and pasting a few lines from the 'predict.Arima' help, I
> get an error message:
> 
> > data(lh)
> > predict(arima(lh, order = c(3,0,0)), n.ahead = 12)
> Error in eval(expr, envir, enclos) : Object "xreg" not found
> 
> On the other hand, the following is OK:
> 
> > data(lh)
> > predict(arima0(lh, order = c(3,0,0)), n.ahead = 12)
> $pred
> Time Series:
> Start = 49 
> End = 60 
> Frequency = 1 
>  [1] 2.460173 2.270829 2.198597 2.260696 2.346933 2.414479 2.438918 2.431440 2.410223 2.391645 2.382653 2.382697
> 
> $se
> Time Series:
> Start = 49 
> End = 60 
> Frequency = 1 
>  [1] 0.4226823 0.5029332 0.5245256 0.5247161 0.5305499 0.5369159 0.5388045 0.5388448 0.5391043 0.5395174 0.5396991 0.5397140
> 
> So, what is wrong with arima?

-- 
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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595




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