I am using the "forecast" package from R to adjust ARIMA models to my data. In the models I use external regressors in the following way:
library("forecast") Modelo<-arima(log(Recupera), order=c(12,1,1), xreg = Colocacion, include.mean=FALSE)
To make predictions I use the following instruction:
Pronostico<-forecast(Modelo, xreg = Colocacion_Prueba)
My problem arises when I want to apply the model to updated data:
Nuevo_Pronosostico<-forecast(object=log(Recupera_Actualizado), model=Modelo, xreg=Colocacion_Futura)
But I generate an error:
Error in stats::arima(x = x, order = order, seasonal = seasonal, xreg = xreg, : lengths of 'x' and 'xreg' do not match
I have proven that in
xreg the whole history of the external regressor is included but it does not work for me.
I hope you can help me ...