On Sep 11, 2012, at 12:26 AM, Peter Jackson wrote: > Hello everybody, can someone please help me with this, please? Kind > regards,Fabian > From: schrot...@hotmail.com > To: r-help@r-project.org > Date: Mon, 10 Sep 2012 14:51:01 +0000 > Subject: [R] predict arima > > > 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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