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().
On 24/05/11 01:24, user84 wrote:
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?
I think what you're asking here is this:
Suppose X_t = a_t +
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