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[S] Need help with making predictions from an S-Plus4.5 ar.yw fit

daemon@ATHENA.MIT.EDU (TmBlair@aol.com)
Tue Aug 10 18:02:23 1999

From: TmBlair@aol.com
Message-Id: <f99f5c7d.24e1f94c@aol.com>
Date: Tue, 10 Aug 1999 17:53:16 EDT
To: s-news@wubios.wustl.edu
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Sirs:
     
I am currently performing an autoregressive multivariate time series analysis 
using S-Plus4.5.  I have fit a time series data set using the "ar.yw" 
function and I need to make predictions based on this fit.  However, 
according to S-Plus4.5 documentation, it does not have the functionality for 
making predictions...that 
is, S-Plus4.5 does not yet have "predict.ar" function capability.  I don't 
know where to go from here!  I am seeking suggestions as to how I can 
generate predictions using the output from the fitted model using S-Plus4.5.  
Or, if someone is aware of a statistical software package with such 
functionality I would be very interested in using or acquiring it.  Thank you 
in advance for your assistance.
     
Regards:
     
T. Blair
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