Re: [R] How to find residual in predict ARIMA

2010-08-21 Thread Dennis Murphy
Hi: On Sat, Aug 21, 2010 at 9:29 AM, Xiyan Lon wrote: > Dear All, > > I have a model to predict time series data for example: > > data(LakeHuron) > Lake.fit <- arima(LakeHuron,order=c(1,0,1)) > This is what Lake.fit contains (an object of class Arima): > names(Lake.fit) [1] "coef" "sigm

[R] How to find residual in predict ARIMA

2010-08-21 Thread Xiyan Lon
Dear All, I have a model to predict time series data for example: data(LakeHuron) Lake.fit <- arima(LakeHuron,order=c(1,0,1)) then the function predict() can be used for predicting future data with the model: LakeH.pred <- predict(Lake.fit,n.ahead=5) I can see the result LakeH.pred$pred and La