[R-SIG-Finance] Predict Arima with newxreg

Rudolf Farys rudolf.farys at googlemail.com
Tue Dec 2 18:15:44 CET 2008


Hi,

I estimated an arima model and kept some validation data. Now I want
to predict this validation data step by step.

So instead of forecast(fit, h=25) I tried something like predict(fit,
newxreg=mydata[76:100]). Also I tried to predict all 100 datapoints.
The model was built with the first 75 observations.

I get an error: "'xreg' und 'newxreg' have different number of columns".

Any idea how to either fix that problem, or what other package to use?

Thanks a lot for your help!
Rudolf Farys



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