[R] forecast.lm() and NEWDATA

David Winsemius dwinsemius at comcast.net
Fri Nov 1 18:28:50 CET 2013

On Nov 1, 2013, at 6:50 AM, Ryan wrote:

> Good day all.
> I am hoping you can help me (and I did this right). I've been working in R for a week now, and have encountered a problem with forecast.lm().
> I have a list of 12 variables, all type = double, with 15 data entries.
> (I imported them from tab delimited text files, and then formatted as.numeric to change from list to double)
> (I understand that this leaves me rather limited in my degrees of freedom, but working with what I have, sadly. )
> I have a LM model, such that
> REGGY = lm(formula=Y~A,B,C,...,I,J)

This looks wrong. Separating independent predictors with commas would be highly unusual.
> which I am happy with.
> I have
> NEWDATA = data.frame(A+B+C+D....+I+J)

This also looks wrong. Separating arguments to data.frame with "+"-signs is surely wrong.
> When i try to run
> forecast.lm(REGGY, h=5)
> i receive the following error
> "Error in as.data.frame(newdata) :
>  argument "newdata" is missing, with no default"

If your code prior to calling forecast on the REGGY-object was really what you showed here, I am not surprised. You should post the output of str() on the data-objects that has the 12 variables and if it was modified the data argument pasted to `lm()` when you made REGGY. (Beginners should name their data arguments.)

> When I run
> forecast.lm(REGGY, NEWDATA, h=5)
> I receive the confidence intervals of the 15 data entries I already possess. I understand that by including NEWDATA, the "h=5" is ignored, but without NEWDATA, I receive the error message.
> Can anyone help me please?
> Regards
> Ryan
> P.S The forecast is trying to predict the next 5 values for Y from the regression model pasted above. I'm a bit rusty with regressions, but I think I've covered my bases as well as I can, and from what I understand of the R code, I'm following the right steps.

Not if what you posted here was your code. I think you missed a few crucials points about R syntax.


David Winsemius
Alameda, CA, USA

More information about the R-help mailing list