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I forecasted a set of data, 'ar1.s' from the TSA package, it was meant to be an AR(1) process. The code I used is:

ff <- forecast(ar1.s, h = 10)

I don't understand, why is there a gap between the original plot and the 'blue line', is that gap meant to be there? Or is there something wrong with my time series plot?

  • $\begingroup$ Well, you are forecasting 1 time-unit forward. So the gap has width 1. $\endgroup$ – stans Jan 25 at 7:50

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