Dear All,

R 1.9.1, Windows

When copying and pasting a few lines from the 'predict.Arima' help, I
get an error message:

> data(lh)
> predict(arima(lh, order = c(3,0,0)), n.ahead = 12)
Error in eval(expr, envir, enclos) : Object "xreg" not found

On the other hand, the following is OK:

> data(lh)
> predict(arima0(lh, order = c(3,0,0)), n.ahead = 12)
$pred
Time Series:
Start = 49 
End = 60 
Frequency = 1 
 [1] 2.460173 2.270829 2.198597 2.260696 2.346933 2.414479 2.438918 2.431440 2.410223 
2.391645 2.382653 2.382697

$se
Time Series:
Start = 49 
End = 60 
Frequency = 1 
 [1] 0.4226823 0.5029332 0.5245256 0.5247161 0.5305499 0.5369159 0.5388045 0.5388448 
0.5391043 0.5395174 0.5396991 0.5397140

So, what is wrong with arima?

Thanking you in advance,
Rem

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