ARIMA Predictor

Computes predictions from estimated ARIMA model. Two types of predictions are computed:

  1. Forecast: forecast of the given time series h periods ahead.
  2. In-sample prediction: reproduces the given time series using the estimated model.

Options

Column containing univariate time series for prediction
Name of the column containing the original data.
Number of periods to forecast
How many periods ahead should be forecasted.

Input Ports

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ARIMA model
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Data for prediction

Output Ports

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Time series with the forecast.
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Data table with in-sample prediction added.

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