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December 26, 2015 13:49
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| require(fArma) | |
| # assumes data is already a ts object | |
| i = diff(data) | |
| z = data[1] | |
| m = mean(i) | |
| n = length(data) | |
| k = 3 | |
| fit = armaFit(~ arma(1,1), data=i) | |
| pred = predict(fit, k) | |
| forecast = ((n + k) * m) + z | |
| print(forecast) |
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