Re: [R] forecasting a time series

e > independent variables: e.g., the newdata argument to most predict() > methods and the xreg arguments to forecast::forecast(). Do you know > which method you are using? > > Hope this helps, > > Michael > > On Wed, Jan 18, 2012 at 4:17 PM, nhomeier <[hidden email] &g

[R] forecasting a time series

Couldn't find this in the archives. I'm fitting a series of historical weather-related data, but would like to use the latest values to forecast. So let's say that I'm using 1970-2000 to fit a model (using fourier terms and arima/auto.arima), but now would like to use the last X values to predict t

[R] POT package return levels

This may be a simple misunderstanding on my part, but I need help understanding what POT is plotting. I'm trying to analyze a few different datasets. If my dataset covers 500 years, but I have 60 points above my threshold, what should be plotted as the (empirical) return period for the largest valu