[R] Arima forecasting
Stephan.Kolassa at gmx.de
Fri Mar 19 17:31:08 CET 2010
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
model <- auto.arima(AirPassengers)
Matteo Bertini schrieb:
> Hello everyone,
> I'm doing some benchmark comparing Arima  and SVR on time series data.
> I'm using an out-of-sample one-step-ahead prediction from Arima using
> the "fitted" method .
> Do someone know how to have a two-steps-ahead forecast timeseries from Arima?
> Matteo Bertini
>  http://robjhyndman.com/software/forecast
>  AirPassengers example on page 5
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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