[FORGED] Fitting arima Models with Exogenous Variables
On 21/01/17 02:29, Paul Bernal wrote:
Dear friends, I have 5 exogenous variables which I?d like to incorporate into my auto.arima model. I was able to incorporate the xreg, and I understand that newxreg should be the forecast of my exogenous variables, but I have not been able to get it to work. Newxreg should only have one column? Should newxreg have the same number of rows of the training data? This is the error I keep getting but I don?t quite understand: Error in forecast.Arima(ModelAfit, h = 12, newxreg = NewXreg) : No regressors provided In addition: Warning message: In forecast.Arima(ModelAfit, h = 12, newxreg = NewXreg) : The non-existent newxreg arguments will be ignored. Any help will be greatly appreciated,
You need to provide a *reproducible example*. (Including data --- built-in data set, dput output, or simulation recipe with a seed set --- and an indication of what *packages* you are using.) cheers, Rolf Turner
Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276