Hello R users,
Hope everyone is doing great.
I have a dataset that is in .csv format and consists of two columns: one
named Period (which contains dates in the format yyyy_mm) and goes from
1995_10 to 2007_09 and the second column named pcumsdry which is a
volumetric measure and has been formatted as numeric without any commas or
decimals.
I imported the dataset as pauldataset and made use of the auto.arima
function which is great when you want R to suggest an appropriate arima
model to fit to your data.
I successfully got the arima fit by coding:
> paulfit<-auto.arima(pauldataset$pcumsdry)
> paulfit
which produced the following results:
Series: pauldataset$pcumsdry
ARIMA(2,1,1) with drift
Coefficients:
ar1 ar2 ma1 drift
0.2684 0.109 -0.8906 -15265.776
s.e. 0.1145 0.102 0.0798 8047.169
sigma^2 estimated as 2.869e+11: log likelihood=-2265.02
AIC=4540.03 AICc=4540.43 BIC=4555.25
After this, I wanted to make some predictions based on the model suggested
by the auto.arima function. I tried to use the following code to get the
predictions:
variableA.pred<-predict(paulfit, n.ahead=36)
*Error in predict.Arima(paulfit, n.ahead = 36) :
'xreg' and 'newxreg' have different numbers of columns: 1 != 0*>
Now, I have understood, and, according to my research the xreg comes into
play if you add external regressors to your arima fit, but since I am just
working with a univariate time series, I really do not understand the reason
for that error message.
Can anybody help me or tell me how could I do to be able to generate the
predictions?
Best regards,
Paul
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