On Apr 6, 2010, at 12:25 PM, Luis Felipe Parra wrote:
Hello I am trying to use predict, 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)
I think you need to look at:
?predict
... with particular effort toward closely reading about the newdata
argument.
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. When I give the three commands I am
always getting 161 predictions backwards, not forward as I expect.
Do you
know how can I do this?
Thank you
Felipe Parra
David Winsemius, MD
West Hartford, CT
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