I would like to use a set of weather-related historical data to fit a time series (let's say 1970-2000, Fourier terms plus ARIMA terms), but then use the fit on recent data (i.e., the last week/month of data) to forecast the upcoming day/week/month. All of the functions that I've found forecast from the endpoint of the dataset used to fit.
Can someone point me in the right direction? Or let me know it doesn't exist and I have to write it out the long way (i.e.
Tomorrow = fit$coef*Yesterday + ...)?