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
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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
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
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?
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