predict()
on a
arima
Class Object
predict.arima(object, newdata=NULL, n.predict=1, sigma2=NULL)
"arima"
.
sigma2
will be the
concentrated prediction error variance computed from the model.
"forecast"
which contains the following components:
NULL
if the
standard errors were not computed.
This function is a method for the generic function
predict
for class
"arima"
. It can be invoked by calling
predict
for an object of the appropriate class, or
directly by calling
predict.arima
regardless of the class of the object.
It supersedes
arima.forecast
function.
# Fit a Box-Jenkins (0,1,1)x(0,1,1)12 Airline model to the <CODE>ship</CODE> data # Use zeros as the starting values for the optimizer al.mod <- list(list(order=c(0,1,1)), list(order=c(0,1,1), period=12)) fit <- arima.mle(ship, model=al.mod) # generate 10-step ahead prediction predict(fit, n.predict=10)