Jin, I think you are using ARIMA in a wrong situation because ARIMA is a short-momery model. Plus, 23 data points is also problematic.
On 11/21/05, Xiaodong Jin <[EMAIL PROTECTED]> wrote: > > x<-c(-1.873....,-0.121) # 23 numerics; > x.arma12 <- armaFit(x ~ arma(1,2)) > #estimates y[t]= -0.11465 - 0.23767 y[t-1] - 0.14230 e[t-1] -0.85770e[t-2] + > e[t]; > > # ? how to predict 46 steps ahead based on 23 data points? > # the following doesn't work since n is in armaSim rather than armaFit; > predict(x.arima12, n.ahead=46) > > # Thanks > > > --------------------------------- > > [[alternative HTML version deleted]] > > ______________________________________________ > [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 > -- WenSui Liu (http://statcompute.blogspot.com) Senior Decision Support Analyst Cincinnati Children Hospital Medical Center [[alternative HTML version deleted]] ______________________________________________ [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
