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 [[alternative HTML version deleted]]
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