Hi, I am trying to forecast a model using predict.Arima
I found arima model for a data set: x={x1,x2,x3,...,x(t)} arima_model = arima(x,order=c(1,0,1)) I am forecasting the next N lags using predict: arima_pred = predict(arima_model,n.ahead = N, se.fit=T) If I have one more point in my series, let's say x(t+1). I do not want to recalibrate themodel, I just want to forecast the next N-1 lags using the same model for x={x1,x2,...x(t)} but without recalibrate arima. How to do it using arima + predict.Arima ? My problem is that I am trying to fit arima models by brute force ( trying lots of combinations for p and q and chosing the best model by AIC and BIC ) I have a big time series and I am running calibration for some sub-sequence and I trying to forecast some points. I repeat this process for the next contiguous subsequence and try to forecast again, until the big series end. Thanks Felipe [[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch 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.