I am trying to predict values using forecast.Arima and the arguments xtreg and h
My codes in R are:
monthlylFatal <- ts(Spainmonthly$fatalities, start=c(1995,1), end= c(2013,12), frequency=12)
Spainpps <- ts(Spainmonthly$pps.2007, start=c(1995,1), end=c(2013,12), frequency=12)
Spainfinanc.cris <- ts(Spainmonthly$financ.cris.2008, start=c(1995,1), end=c(2013,12), frequency=12)
xreg <- cbind(Spainpps,Spainfinanc.cris)
arima1=Arima(logmonthlylFatal,order=c(0,1,1), seasonal=c(1,1,2), xreg = xreg)
forecast.arima1=forecast.Arima(arima1, xreg = xreg, h=84)
forecast.arima1
I would like to predict values from January 2014 to December 2020 (h = 84), but as a result I get predictions until more than 2030. Why?