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I'm performing an ARIMA model using the ARIMA tool with two covariates. I specified the Mean of the covariates to use by the ARIMA tool for the covariates. To make forecasts, I'm using the TS Covariate Forecast tool.
For your information, the TS Covariate Forecast tool requires 2 input data streams. I made a first connection between the O output from my covariate ARIMA model and the R Input anchor and a second connection between my original dataset fed into my covariate ARIMA model and the L Input anchor of the TS Covariate Forecast tool. I wanted to forecast the next 6 periods. However, the TS Covariate Forecast tool does not only forecast the 6 next periods but also forecasts the next 43 periods. I mean I got a table with 43 records from the O anchor. For your information, I have a dataset of 43 observations. Could you please provide me any explanations of why I'm getting this number of records from the TS Covariate Forecast tool? Thank you!
Thank you for taking the time to give me a solution. I do select to do 6 periods in the ARIMA tool, and this is what I'm expecting to get. Otherwise, more than requested, I got 43 records from August 2022 to February 2026.
I believe that the ARIMA model is making forecasts based on all the rows where I have historical values, not for each row that I have in the L anchor.
By the way, we don't have this problem with the TS Forecast tool which will generate only the number of forecasts expected based on what I indicated in the ARIMA tool. I got only this problem with the TS Covariate forecast tool.
Thank you so much for the time that you've provided!
I believe there is no way to configure the number of expected forecasts in the TS Forecast tool, as we can only do this in the ARIMA tool, which will be connected to the Forecast tool.
For the TS Covariate forecast tool, I looked at the R code available in the macro of this tool. I note that the problem I'm facing is related to how the number of expected forecasts is configured in the R code, as below. The number of the generated forecasts should equal the matrix of covariates which also should equal the number of records of my data stream.
Besides, this is how the number of expected forecasts is configured in the R code of the macro of the TS Forecast tool, where the number of forecasts could be adjusted according to the value indicated by the user in the ARIMA tool: