Hi, could anyone tell me how predict() predicts the new value(s), of a MA(1) arima-modell. its really easy to make it with an AR(1), knowing the last term, but how can i or R know the last error?
It would also help if somebody could tell me how to find the "open" source of the function predict(). Thanks and sorry for my poor english. -- View this message in context: http://r.789695.n4.nabble.com/predict-a-MA-timeseries-tp3544071p3544071.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
