[R] Equation for model generated by auto.arima

2010-03-04 Thread testuser
I would like to know how to use the coefficients generated by the ARIMA model to predict future values. What formula should be used with the coeffcients to determine the future values. Thanks -- View this message in context: http://n4.nabble.com/Equation-for-model-generated-by-auto-arima-tp1578

Re: [R] Equation for model generated by auto.arima

2010-03-04 Thread testuser
Thanks for the reply, Stephan. I don't want to use R to predict the future value. I am looking to write the logic in a programming language like Java to predict future values using the model coefficients generated by R. For this, I would like to know what formula to use to estimate the value at an

[R] zoo Package Question

2010-03-05 Thread testuser
I want to use the zoo package to convert an irregular time series to a regular one at every 15 min. interval. I would like to read in the csv file as a zoo object. When trying to do a seq(from,to,by), how can I specify the "from" to be the first time element in the zoo object and "to" to be the la

[R] Moving Average Model

2010-03-09 Thread testuser
Using the forecast package in R, auto.arima returns a model of type (0,0,3) with coefficients. To forecast the value at any point of time t, I can use the coefficients along with the white noise values e(t). How can we get the value for white noise? -- View this message in context: http://n4.nab