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:
library(TSA) data(ar1.s) 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?