Sorry, I am resending in plain text. Hello,
I am using forecast() in the forecast package to predict future values of an ARIMA model fit to a time series. I have read most of the documentation for the forecast package, but I can't figure out how to obtain the forecast variance for the predicted values. I tried using the argument "se.fit=TRUE," hoping this would work since forecast() calls predict(). Is there an easy way to do this? Sample code is below. ar <- Arima(as.matrix(Y), order= c(1,0,0),include.drift=TRUE)) f <- forecast(ar,h=9,se.fit=TRUE) summary(f) Thanks, Laura ______________________________________________ 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.
