Dear colleagues,
“arima” returns directly the 1-step ahead errors but I am interested in
obtaining other h-step ahead errors for several ARIMA models I have
fitted. Is there any way I can obtain this with R? Any help would be
appreciated.
Sincerely,
Nuno Prista
On Sat, 18 Oct 2008, Nuno Prista wrote:
Dear colleagues,
“arima” returns directly the 1-step ahead errors but I am interested in
obtaining other h-step ahead errors for several ARIMA models I have fitted.
Is there any way I can obtain this with R? Any help would be appreciated.
See
I have looked at the predict.Arima and its a fact that it returns the
s.e. for several steps ahead. What I was wondering was if there was a
way to access to the h-step ahead fitted innovations that underlie them.
Nuno
Prof Brian Ripley wrote:
On Sat, 18 Oct 2008, Nuno Prista wrote:
Dear
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