Hi Felipe,

Make sure "predictors" data.frame has the EXACT same column names as the
data.frame you used for creating ModeloLineal.

Cheers,
Tal



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On Tue, Apr 6, 2010 at 2:14 AM, Luis Felipe Parra <
felipe.pa...@quantil.com.co> wrote:

> Hello I am trying to use predict.lm, but I am having trouble getting out of
> sample predictions. I am getting the same output if I use the following
> three commands:
>
> predict(ModeloLineal,predictors[721:768,])
> predict(ModeloLineal,predictors[1:768,])
> predict(ModeloLineal)
>
> where ModeloLineal is the output from ModeloLineal<-lm(dataTS[,6] ~
> predictors[1:720,]), so the first 720 observations of predictors i would
> like to use them to build my model and the other 48 I would like to use
> them
> to have an out of sample forecast, Do you know how can I do this?
>
> Thank you
>
> Felipe Parra
>
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>
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