Hello everyone,

I'm doing some benchmark comparing Arima [1] and SVR on time series data.

I'm using an out-of-sample one-step-ahead prediction from Arima using
the "fitted" method [2].

Do someone know how to have a two-steps-ahead forecast timeseries from Arima?


Thanks,
Matteo Bertini

[1] http://robjhyndman.com/software/forecast
[2] AirPassengers example on page 5

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