[R] ARMA and prediction

[Ritz]

Hello,

I am running an ARMA model to run forecast for changes in S&P 500 prices. 
My ARMA calculations look as follows

armacal <- arma( spdata, order = c(0,4), lag = list(ma = c(1,2,4)) )

Output:

Call:
arma(x = spdata, order = c(0, 4), lag = list(ma = c(1, 2, 4)) )

Coefficient(s):
      ma1        ma2        ma4  intercept  
-0.073868   0.058020  -0.081292   0.007082  

All's bright and sunny till this point...after this it gets stormy

Next, I want to run prediction on these ARMA calculations. So i tried:

prediction <-predict( armacal, n.ahead = 1 )

Output:

Error in UseMethod("predict") : 
  no applicable method for 'predict' applied to an object of class "arma"

How do I get around this?
I cannot use arima() because I need the flexibility of "lag" from arma(),
unless there's a way to include lag in arima().

I have attached the .dat data file. 

Would appreciate any guidance/help.
Thanks!

Cheers,
-Ritz

http://r.789695.n4.nabble.com/file/n3898622/spdata.dat spdata.dat 


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