[R] ARMA.predict?

Prof Brian Ripley ripley at stats.ox.ac.uk
Fri May 16 20:29:37 CEST 2003


On Sat, 17 May 2003, Skanda Kallur; MEngg wrote:

> Hi there,
> 
> Does anyone know how to predict ARMA? It doesn’t have either predict
> or forecast methods. I found couple of packages called fbasic and
> fseries at http://www.itp.phys.ethz.ch/econophysics/R/, which has
> “arma.predict” in it, but it doesn’t seem to be working. Any help
> in this regard would be appreciated. Thanks in advance.

Well,  R comes with arima and arima0 functions, and both have predict 
methods.  What is ARMA and where did you get it from?

-- 
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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595




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