Hi Michael, I think you're right, I should be looking for "predict" instead of "forecast". I'm still fairly new to R so often don't know what to look for. As a simplified example (let's neglect the fourier terms):
fit = auto.arima(data) but now I have data.latest, so I want to use the ARIMA terms from fit but with data.latest I'll look into predicting, thank you On 1/20/2012 1:35 AM, Michael Weylandt [via R] wrote: > Can you clarify what exactly you mean by this? > > "[N]ow [I] would like to use the last X values to predict tomorrow's > weather. I'm at a loss. All the functions I've come across (like > forecast()) use the series and then forecast from the end point." > > It sounds like a prediction to me. > > Anyways, I think most methods do allow "new" values for the > independent variables: e.g., the newdata argument to most predict() > methods and the xreg arguments to forecast::forecast(). Do you know > which method you are using? > > Hope this helps, > > Michael > > On Wed, Jan 18, 2012 at 4:17 PM, nhomeier <[hidden email] > </user/SendEmail.jtp?type=node&node=4312525&i=0>> wrote: > > > Couldn't find this in the archives. I'm fitting a series of historical > > weather-related data, but would like to use the latest values to > forecast. > > So let's say that I'm using 1970-2000 to fit a model (using fourier > terms > > and arima/auto.arima), but now would like to use the last X values to > > predict tomorrow's weather. I'm at a loss. All the functions I've come > > across (like forecast()) use the series and then forecast from the end > > point. > > > > Do I need to decompose the fit and write it out the long way? For > example, > > Tomorrow = fit$coef[1]*Yesterday + fit$coef[2]*BeforeYesterday + etc > > > > or is there a function that I'm not finding? > > > > Thank you, > > Nicole > > > > -- > > View this message in context: > http://r.789695.n4.nabble.com/forecasting-a-time-series-tp4308147p4308147.html > > Sent from the R help mailing list archive at Nabble.com. > > > > ______________________________________________ > > [hidden email] </user/SendEmail.jtp?type=node&node=4312525&i=1> > mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > [hidden email] </user/SendEmail.jtp?type=node&node=4312525&i=2> > mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > > ------------------------------------------------------------------------ > If you reply to this email, your message will be added to the > discussion below: > http://r.789695.n4.nabble.com/forecasting-a-time-series-tp4308147p4312525.html > > > To unsubscribe from forecasting a time series, click here > <http://r.789695.n4.nabble.com/template/NamlServlet.jtp?macro=unsubscribe_by_code&node=4308147&code=bmhvbWVpZXJAYWVyLmNvbXw0MzA4MTQ3fDE0Mzc1NzAwMzQ=>. > NAML > <http://r.789695.n4.nabble.com/template/NamlServlet.jtp?macro=macro_viewer&id=instant_html%21nabble%3Aemail.naml&base=nabble.naml.namespaces.BasicNamespace-nabble.view.web.template.NabbleNamespace-nabble.view.web.template.InstantMailNamespace&breadcrumbs=instant+emails%21nabble%3Aemail.naml-instant_emails%21nabble%3Aemail.naml-send_instant_email%21nabble%3Aemail.naml> > > -- ____________________________________ Nicole L. Homeier, PhD Staff Scientist Atmospheric& Environmental Research 131 Hartwell Avenue Lexington, MA 02421-3126 781 761-2387 -- View this message in context: http://r.789695.n4.nabble.com/forecasting-a-time-series-tp4308147p4313351.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
