[R] predict a MA timeseries

From: user84 <roland.taber_at_gmx.at>
Date: Mon, 23 May 2011 06:24:28 -0700 (PDT)


Hi,
could anyone tell me how predict() predicts the new value(s), of a MA(1) arima-modell.
its really easy to make it with an AR(1), knowing the last term, but how can
i or R know the last error?

It would also help if somebody could tell me how to find the "open" source of the function predict().

Thanks and sorry for my poor english.

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Received on Mon 23 May 2011 - 17:35:04 GMT

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