[R] forecasting a time series

nhomeier nhomeier at aer.com
Wed Jan 18 22:17:02 CET 2012


Couldn't find this in the archives. I'm fitting a series of historical
weather-related data, but would like to use the latest values to forecast.
So let's say that I'm using 1970-2000 to fit a model (using fourier terms
and arima/auto.arima), but now would like to use the last X values to
predict tomorrow's weather. I'm at a loss. All the functions I've come
across (like forecast()) use the series and then forecast from the end
point. 

Do I need to decompose the fit and write it out the long way? For example, 
Tomorrow = fit$coef[1]*Yesterday + fit$coef[2]*BeforeYesterday + etc

or is there a function that I'm not finding?

Thank you,
Nicole

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