[R] predict a MA timeseries
user84
roland.taber at gmx.at
Mon May 23 15:24:28 CEST 2011
Hi,
could anyone tell me how predict() predicts the new value(s), of a MA(1)
arima-modell.
its really easy to make it with an AR(1), knowing the last term, but how can
i or R know the last error?
It would also help if somebody could tell me how to find the "open" source
of the function predict().
Thanks and sorry for my poor english.
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