[R] predict with arima0

Erin Hodgess hodgess at uhddx01.dt.uh.edu
Wed Apr 3 22:57:25 CEST 2002


Dear R People:

I'm having some problems with the predict command after the arima0
fit.  Here is my output:

> xx <- arima0(xm1,order=c(1,1,1))
> xx

Call:
arima0(x = xm1, order = c(1, 1, 1))

Coefficients:
    ar1      ma1  
 0.5084  -0.6205  

Approx standard errors:
   ar1     ma1  
0.2100  0.1889  

sigma^2 estimated as 9.055:  log likelihood = -814.17,  aic = 1632.34
> predict(xx,n.ahead=3)
Error in round(x, digits) : Non-numeric argument to mathematical function
> 

Is there anything obviously wrong, please?  I'd be glad to send over the 
data if it would help!

Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
1 Main Street 
Houston, TX 77002
mailto: hodgess at uhddx01.dt.uh.edu
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