Hello everybody!
I have a problem when I try to perform a forecast of an ARIMA model
produced by an auto.arima function. Here is what I'm doing:
c<-auto.arima(fil[[1]],start.p=0,start.q=0,start.P=0,start.Q=0,stepwise=TRUE,stationary=FALSE,trace=TRUE)
# fil[[1]] is time series of monthly data
ARIMA(0,0,0)(0,1,0)[12] with drift : 1725.272
ARIMA(0,0,0)(0,1,0)[12] with drift : 1725.272
ARIMA(1,0,0)(1,1,0)[12] with drift : 1694.301
ARIMA(0,0,1)(0,1,1)[12] with drift : 1e+20 *
ARIMA(1,0,0)(0,1,0)[12] with drift : 1729.999
ARIMA(1,0,0)(2,1,0)[12] with drift : 1693.12
ARIMA(1,0,0)(2,1,1)[12] with drift : 1e+20 *
ARIMA(0,0,0)(2,1,0)[12] with drift : 1693.804
ARIMA(2,0,0)(2,1,0)[12] with drift : 1690.714
ARIMA(2,0,1)(2,1,0)[12] with drift : 1e+20 *
ARIMA(3,0,1)(2,1,0)[12] with drift : 1e+20 *
ARIMA(2,0,0)(2,1,0)[12] : 1705.069
ARIMA(2,0,0)(1,1,0)[12] with drift : 1698.130
ARIMA(2,0,0)(2,1,1)[12] with drift : 1e+20 *
ARIMA(3,0,0)(2,1,0)[12] with drift : 1688.896
ARIMA(4,0,1)(2,1,0)[12] with drift : 1e+20 *
ARIMA(3,0,0)(2,1,0)[12] : 1700.064
ARIMA(3,0,0)(1,1,0)[12] with drift : 1701.519
ARIMA(3,0,0)(2,1,1)[12] with drift : 1e+20 *
ARIMA(4,0,0)(2,1,0)[12] with drift : 1e+20
Best model: ARIMA(3,0,0)(2,1,0)[12] with drift
# this is the output of the function
fore<-forecast(c,h=12)
# and this is the error
Error en predict.Arima(object, n.ahead = h, newxreg = xreg) :
'xreg' and 'newxreg' have different numbers of columns
This error only occurs when the output of the auto.arima function contanis
drift.
Any help is aprecciated!!!!
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