[R] R time series analysis

[David Winsemius]

On Sep 7, 2010, at 9:33 PM, David Winsemius wrote:

>
> 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.

See also:

predict.Arima {stats}

>> -- 
>> View this message in context: http://r.789695.n4.nabble.com/R-time-series-analysis-tp2527513p2530595.html
> -- 
>
> David Winsemius, MD
> West Hartford, CT
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
West Hartford, CT