[R] Using the R predict function to forecast a model fit with auto.arima function

[R. Michael Weylandt]

Hmmm.... can you provide the result of dput(paulfit)?

Otherwise, I'm not really sure what might have happened:

library(forecast)
example(auto.arima) # Makes an Arima object "fit" available
predict(fit, n.ahead = 36) # Works fine
forecast(fit, 36) # As does this

Michael

On Thu, Apr 26, 2012 at 12:40 PM, PaulJr <paulbernal07 at gmail.com> wrote:
> Hello R users,
>
> Hope everyone is doing great.
>
> I have a dataset that is in .csv format and consists of two columns: one
> named Period (which contains dates in the format yyyy_mm) and goes from
> 1995_10 to 2007_09 and the second column named pcumsdry which is a
> volumetric measure and has been formatted as numeric without any commas or
> decimals.
>
> I imported the dataset as pauldataset and made use of the auto.arima
> function which is great when you want R to suggest an appropriate arima
> model to fit to your data.
>
> I successfully got the arima fit by coding:
>
>> paulfit<-auto.arima(pauldataset$pcumsdry)
>> paulfit
>
> which produced the following results:
> Series: pauldataset$pcumsdry
> ARIMA(2,1,1) with drift
>
> Coefficients:
>         ar1    ar2      ma1       drift
>      0.2684  0.109  -0.8906  -15265.776
> s.e.  0.1145  0.102   0.0798    8047.169
>
> sigma^2 estimated as 2.869e+11:  log likelihood=-2265.02
> AIC=4540.03   AICc=4540.43   BIC=4555.25
>
> After this, I wanted to make some predictions based on the model suggested
> by the auto.arima function. I tried to use the following code to get the
> predictions:
>
> variableA.pred<-predict(paulfit, n.ahead=36)
> *Error in predict.Arima(paulfit, n.ahead = 36) :
>  'xreg' and 'newxreg' have different numbers of columns: 1 != 0*>
>
> Now, I have understood, and, according to my research the xreg comes into
> play if you add external regressors to your arima fit, but since I am just
> working with a univariate time series, I really do not understand the reason
> for that error message.
>
> Can anybody help me or tell me how could I do to be able to generate the
> predictions?
>
> Best regards,
>
> Paul
>
> --
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>
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