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  • #1931
    hessinemaaoui
    Keymaster

    Hi,

    I have an eqully spaced N-length time series and i wanna estimate N+1. value by fitting an ARIMA model. I’ve used the code recommended by ryu. I’ve fitted a model but i only have ARMA model parameters and i don’t know how to estimate the next term. I’m new with Suanshu and any help or advise will be appreciated.

            SimpleTimeSeries ts = new SimpleTimeSeries(new double[]{0.1, 0.2, 0.3});
            ConditionalSumOfSquares instance = new ConditionalSumOfSquares(ts, 1, 1, 1);
            ARMAModel model = instance.getFittedARMA();

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