[R] predict with arima0
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Thu Apr 4 07:56:12 CEST 2002
On Wed, 3 Apr 2002, Erin Hodgess wrote:
> 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!
Is xm1 actually a time series? That's what happens if it is not,
but it is documented that the `x' argument must be a time series.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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