[R] arima forecasting problem

[johnny]

Hi all,

I am running into a problem using forecast with ARIMA models, hope you can
help shed some light onto this.

I am fitting several ARIMA models using the auto.arima() function onto
several time series, which are basically the residuals from a linear model
fit. There are 40 such data points in every series. Lets say for example
that auto.arima() returns a ARIMA(0,0,1) model called huc.arima

I then try to forecast the points for the next 20 time steps by doing the
following:
e_t.pred<-forecast(huc.arima,h=length(time.test)) 
where time.test = 20.

However, instead of getting 20 points I am getting only the first point with
a non-zero value and 19 other points with value 0.

I run into this problem with almost every other time series I try,
regardless of the type of ARIMA model. I am thinking it must be something
with the way I define the time series data? I am simply taking a vector of
numbers and converting to a time series using the ts() function.

Any help is much appreciated, thanks!

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