[R] (no subject)

[Leeds, Mark (IED)]

You're not doing anything wrong. You fit an arima(0,1,2) so it doesn't
know the epsilon terms going
forward are after the first step so it assumes them to be zero so you
get the same forecast every day.  I think you would have to 
re-estimate each day if you want different forecasts every day.


-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Catherine Dempsey
Sent: Thursday, February 08, 2007 9:59 AM
To: 'r-help at lists.R-project.org'
Subject: [R] (no subject)

Hi.

I hope you can help me...

 

I have fitted the following ARIMA model:
arima1<-arima(bigspring$log.volume, order=c(0,1,2))

I need to predict 30 days ahead.  I used following code
predict(arima1,n.ahead=30,se=T)

 

However I get 30 predictions, but from predictions 2:30 I get the same
predictions.  Why is this?  What am I doing wrong

 

Thanks

Catherine



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