ya it looks like you can't use predict to take in data.
In general you could do the following:
fit a model to n-(prediction sample set length). Then use the predict
function to do a 1 step forward forecast. Test to see how close it is to the
actual 1 value ahead.
Then train your model on n-(pre
Hi,
Although my doubt is pretty,as i m not from stats background i am not sure
how to proceed on this.
Currently i am doing a forecasting.I used ARIMA to forecast and time series
was volatile i used garchFit for residuals.
How to use the output of Garch to correct the forecasted values from ARIMA
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