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theDate <- as.Date(end.date)
forec <- NULL
while (as.Date(theDate) < as.Date(end.date2)){
  data <- tsales[paste(start.date,theDate,sep="::")]
  fit <- auto.arima(data,xreg=na.omit(xreg[paste(start.date,theDate,sep="::")])*1)
  fc <- forecast(fit, h=1,xreg=(xreg[theDate])*1)$mean
  forec <- c(forec,fc)
  theDate <- as.Date(theDate) + 1
}

start.date/end.date are the start/end dates of my training period end.date2 is the end date of my test period.

I was wondering about this 2 outputs:

forec:
2015-01-13 2015-01-14 2015-01-15 2015-01-16 2015-01-17 
1034.266   1316.889   1250.597   1282.745   2875.170 

testsales:
2015-01-15 1268
2015-01-16 1208
2015-01-17 2856

Why does forec starts at 01/13 ? Does it need a period to start forecasting?

thank you

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  • 1
    $\begingroup$ You would need to look at model summary to find out the order of your arima. It will skip that many observations before first forecast. $\endgroup$ – Arun Jose Oct 27 '16 at 19:12
  • $\begingroup$ @ArunJose Put this as an answer and I'll close the topic :) $\endgroup$ – Tommaso Guerrini Nov 15 '16 at 11:09
1
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Arima will skip records depending on the order of your model. Please check your model summary to get info about this.

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