[R] continuous time AR - predict/interpolate

Kehl Dániel kehld at ktk.pte.hu
Sun Mar 30 09:43:08 CEST 2014


Dear Members,

I have a dataset that is similar to the first example in the car function, cts package

data(V22174)
fit <- car(V22174,scale=0.2,order=7, ctrl=car_control(trace=TRUE))
summary(fit)

I would like to ask if there is a way to get the predicted/fitted values for all the timepoints 1:784 not just for the timepoints when there are observations (which is pre2). I tried to read through car and car_control, tried predict(fit, newdata), but without success.

I am not really into cont time ar, a friend of mine asked me to help him out with the R code, so sorry if there is a conceptual error in the question, not my fault! :)

thanks a lot
kd


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