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Hello,
How to forecast out of sample using moving average filter?
Thanks.
--
Atenciosamente,
Prof. Carlos A. S. de Andrade
LAPEA - Laboratório de Pesquisa em Economia Aplicada e Engenharia de
Produção
Universidade Federal de Campina Grande.
Centro de Humanidades
Unidade Acadêmica de Economia
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Am 09.12.2013 19:10, schrieb Carlos Andrade:
Hello,
How to forecast out of sample using moving average filter?
Hi,
while I'm not sure what you mean by forecasting with a filter, have you
tried the suitably specified 'arima' (or arma) command followed by
'fcast'?
good luck,
sven
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Sven Schreiber