[R-SIG-Finance] best method for rolling forecast based on linear fit

Gabor Grothendieck ggrothendieck at gmail.com
Fri Aug 17 14:18:46 CEST 2007

Look at ?arima and note the xreg= argument.  Also ?predict.arima
and note the n.ahead= argument.

On 8/16/07, John Putz <johnputz3655 at yahoo.com> wrote:
> Hello,
> A basic question.  Can anybody point me towards the best method to use to perform a rolling 1 step ahead forecast of a price series based on a rolling N day linear fit?  I believe I used the dse package in the past, but my recollection is it was somewhat cumbersome.
> Thanks, John.
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