XReg and NewXReg usage in arimax function

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

XReg and NewXReg usage in arimax function

PaulJr
This post has NOT been accepted by the mailing list yet.
Dear R users, good morning,

I want to generate forecasts combining arma models with covariates. I know that the xreg and newxreg should be data frames containing my n convariates, however, how do I include them?

I mean, xreg and newxreg have to be historical data of the same size as my univariate time series? Or should they be forecasted values and if so, of what length?

Any help will be greatly appreciated,

Best regards,

Paul