Skip to content
Prev 32137 / 398506 Next

arma.predict?

Professor, thanks for the reply, I am using Auto Regression Moving Average arma()(sorry it wasnt ARMA) which comes under tseries package to fit my data and I am intending to predict with arma fitted data but couldnt find a method to do it. 

Interestingly, I found two packages at http://www.itp.phys.ethz.ch/econophysics/R/ which has packages called fbasic and fseries. fseries has arma.predict() but it threw some error, I wasnt able to install it. I would appreciate if you could have a look at it.

Regards

Skanda

-----Original Message-----
From: Prof Brian Ripley <ripley at stats.ox.ac.uk>
To: "Skanda Kallur; MEngg" <s2112930 at student.rmit.edu.au>
Date: Fri, 16 May 2003 19:29:37 +0100 (BST)
Subject: Re: [R] ARMA.predict?
On Sat, 17 May 2003, Skanda Kallur; MEngg wrote:

            
Well,  R comes with arima and arima0 functions, and both have predict 
methods.  What is ARMA and where did you get it from?