[R] ARIMA - h-step ahead errors

Nuno Prista nmprista at fc.ul.pt
Sat Oct 18 16:15:16 CEST 2008

Dear colleagues,

“arima” returns directly the 1-step ahead errors but I am interested in 
obtaining other h-step ahead errors for several ARIMA models I have 
fitted. Is there any way I can obtain this with R? Any help would be 


Nuno Prista


CO - FCUL, Lisboa, Portugal

CQFE - ODU, Norfolk, USA

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