[R] ARMA.predict?

Prof Brian Ripley ripley at stats.ox.ac.uk
Fri May 16 20:29:37 CEST 2003

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

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