[R] arima forecasting problem

2012-07-18 Thread johnny
Hi all, I am running into a problem using forecast with ARIMA models, hope you can help shed some light onto this. I am fitting several ARIMA models using the auto.arima() function onto several time series, which are basically the residuals from a linear model fit. There are 40 such data points i

Re: [R] Arima forecasting

2010-03-22 Thread Matteo Bertini
> 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 timese

Re: [R] Arima forecasting

2010-03-19 Thread Stephan Kolassa
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 ev

[R] Arima forecasting

2010-03-19 Thread Matteo Bertini
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] htt