[R] Loop Autoregression

Jonas Ulbrich Jonas.Ulbrich at ruhr-uni-bochum.de
Sun Jun 1 13:51:01 CEST 2014

Hello everybody, I have to confess that I am relatively new to R.

My problem is the following one:

I have a data set of 500 values. For each value I wanna make prediction 
of four steps ahead via autogregression. Because I have to repeat this 
procedure on three other data sets I wanna make a loop. (Manual 
calculation would take ages.)
My idea which does not work looks is as follows:

for (i in 1:500){
n.used=500, n.ahead=4))

Doing this I only get an error request that the value of "order.maX" 
needs to be smaller than "n.used". But this is the case. Isn't it?

Best Regards

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