Hello, I have a question regarding the predict command for ARIMA models. Why do
I not have to give any input except the number of steps for the forecast? Which
input value is used (in my case for y(t))? Will the last parameter of the
estimate vector be used (in my example 6)? x <- c(1,2,3,4,5,6)model <-
arima(x, order=c(1,0,0), method="ML")predict(model, n.ahead = 1) -> Model:
y(t+1) = 3.5 + 0.8925 * y(t) Which value is used for y(t) in the case of
n.ahead = 1? Thank you,Fabian
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