arma.predict?

Subject: Re: Re: [R] arma.predict?
Date: Sat, 17 May 2003 05:24:29 +1000
From: "Skanda Kallur; MEngg" <s2112930 at student.rmit.edu.au>
To: ripley at stats.ox.ac.uk
CC: r-help at stat.math.ethz.ch

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:

Hi there,

Does anyone know how to predict ARMA? It doesn??????t have either predict
or forecast methods. I found couple of packages called fbasic and
fseries at http://www.itp.phys.ethz.ch/econophysics/R/, which has
??????arma.predict?????? in it, but it doesn??????t seem to be working. Any help
in this regard would be appreciated. Thanks in advance.

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

--
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

Skanda Kallur

"Prediction is very difficult, especially if it's about the future."
--Niels Bohr