There are functions in the dse bundle that do this. (See
featherForecasts and horizonForecasts.) You might look through the
users' guide to get an idea if they are exactly what you want.
Paul Gilbert
Michael Roberts wrote:
Hello:
I would like to generate rolling, multiperiod forecasts from an
estimated ARIMA model, but the function predict.Arima seems
only to generate forecasts from the last observation in the data
set. To implement this, I was looking for an argument like
'newdata=' in predict.lm.
I can write some code that does this for my particular problem,
but might there exist a package/function that does this that I
cannot find?
Thanks,
-Michael
Michael J. Roberts
Resource Economics Division
Production, Management, and Technology
USDA-ERS
(202) 694-5557 (phone)
(202) 694-5775 (fax)
______________________________________________
[EMAIL PROTECTED] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
______________________________________________
[EMAIL PROTECTED] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
