Forecast package error

[JMT]

i am getting the following error when trying to use forecast to get an ARIMA prediction for future values (for validation against validation set))

fit <- Arima(data.msts, c(0,0,1), seasonal = list(order = c(0,1,1), period=7), include.drift = TRUE)
forecast(fit, h= 5)

Error in .forecast.transform(x, M, a, h, 1) :
argument "M" is missing, with no default

Any help appreciated

[arthur.t]

Not sure. I might try this call to Arima on a ts type to see if that works. You're also most likely to get a good answer from the community by including a reproducible example.

[robjhyndman]

@JMT

fit <- Arima(data.msts, c(0,0,1), seasonal = list(order = c(0,1,1), period=7), include.drift = TRUE)
forecast(fit, h= 5)

Please provide a reproducible example of the problem. The following works using the current CRAN version of the forecast package.

library(forecast)
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo
data.msts <- msts(rnorm(200), seasonal.periods = c(7,365.25))
fit <- Arima(data.msts, c(0,0,1), seasonal = list(order = c(0,1,1), period=7), include.drift = TRUE)
forecast(fit, h= 5)
#>          Point Forecast      Lo 80     Hi 80     Lo 95    Hi 95
#> 1.547945    -0.18674625 -1.3894713 1.0159788 -2.026155 1.652663
#> 1.550685    -0.33084495 -1.5357265 0.8740366 -2.173552 1.511862
#> 1.553425     0.66203734 -0.5428433 1.8669180 -1.180669 2.504743
#> 1.556164     0.03804298 -1.1665645 1.2426504 -1.804245 1.880331
#> 1.558904     0.03280503 -1.1718024 1.2374125 -1.809483 1.875093

^{Created on 2022-04-19 by the reprex package (v2.0.1)}