i trying fit transfer function model using r in order apply fitted model validation set of data, because spss doesn't allow me (or don't know how to) compute point forecasts function arima()
forecast
package does. let me apply model, not use dependet variable's lagged values, that's why trying r.
anyone know how type of "updated" or validation forecasts using arimax()
function? not looking following type of predictions:
predict(vixari011, n.ahead=12)
but rather these:
arima(test$vix, model = vixari)
from have been reading there no prediction function arimax()
function, ideas how forecast evaluate point-by-point performance? can think of computing manually using spreadsheet...
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