[R] Arima forecasting

Matteo Bertini matteo at naufraghi.net
Fri Mar 19 12:06:11 CET 2010

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?

Matteo Bertini

[1] http://robjhyndman.com/software/forecast
[2] AirPassengers example on page 5

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