[R] R time series analysis

[David Winsemius]

On Sep 7, 2010, at 7:51 PM, lord12 wrote:

>
> For each arima model, can you output an associated confidence  
> interval for
> the predicted value at each time point?

?arima0

arima0 will return "... a list with components "pred", the  
predictions, and "se", the estimated standard errors" as time series  
when se.fit = TRUE.
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David Winsemius, MD
West Hartford, CT