Hi Matteo,
just use forecast.Arima() with h=2 to get forecasts up to 2 steps ahead.
R will automatically use forecast.Arima() if you call forecast() with an
Arima object.
library(forecast)
model <- auto.arima(AirPassengers)
forecast(model,h=2)
HTH,
Stephan
Matteo Bertini schrieb:
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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