[R] Arima online forecasting

I'd like to have an online horizon=k forecast with Arima, something like: library(forecast) air.model = Arima(AirPassengers[0:100], c(1,0,1), seasonal=list(order=c(0,1,1), period=12)) for(i in 0:(length(AirPassengers)-100)) { air.model2 = Arima(AirPassengers[0:(100+i)], model=air.model)

Re: [R] Arima forecasting

> 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

[R] Arima forecasting

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

[R] fit arima long period alternatives

I'd like to fit a SARIMA model on a timeseries but the period I'd like to use is too big (7 day in 15min samples = 672) for the algorithm used in R. Some suggested alternatives? Thanks, Matteo Bertini [[alternative HTML version deleted]] __

[R] Is arima forecast

Using the gretl.sf.net dialect: Static forecasts are one step ahead, based on realized values from the previous period, while dynamic forecasts employ the chain rule of forecasting. What kind of forecast is doing forecast.Arima? Thanks, Matteo Bertini