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Fitting arima Models with Exogenous Variables

2 messages · Paul Bernal, Rolf Turner

Original
Paul Bernal
# 
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,

Best regards,

Paul
Rolf Turner
#
On 21/01/17 02:29, Paul Bernal wrote:
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