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  invertible, so \code{predict.Arima} will give a warning for
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  invertible, so \code{predict.Arima} will give a warning for
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  non-invertible MA models.
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  non-invertible MA models.
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  The standard errors of prediction exclude the uncertainty in the
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  The standard errors of prediction exclude the uncertainty in the
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  estimation of the ARMA model and the regression coefficients.
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  estimation of the ARMA model and the regression coefficients.
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  According to Harvey (1993, pp.\sspace{}58--9) the effect is small.
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  According to \bibcitet{|R:Harvey:1993|pages 58--9} the effect is small.
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}
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}
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\value{
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\value{
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  A time series of predictions, or if \code{se.fit = TRUE}, a list
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  A time series of predictions, or if \code{se.fit = TRUE}, a list
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  with components \code{pred}, the predictions, and \code{se},
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  with components \code{pred}, the predictions, and \code{se},
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  the estimated standard errors.  Both components are time series.
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  the estimated standard errors.  Both components are time series.
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}
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}
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\references{
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\references{
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  Durbin, J. and Koopman, S. J. (2001).
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  \bibinfo{R:Harvey:1993}{note}{Sections 3.3 and 4.4}
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  \emph{Time Series Analysis by State Space Methods}.
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  \bibshow{*, R:Durbin+Koopman:2001, R:Harvey+McKenzie:1982}
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  Oxford University Press.
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  Harvey, A. C. and McKenzie, C. R. (1982).
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  Algorithm AS 182: An algorithm for finite sample prediction from ARIMA
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  processes.
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  \emph{Applied Statistics}, \bold{31}, 180--187.
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  \doi{10.2307/2347987}.
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  Harvey, A. C. (1993).
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  \emph{Time Series Models}, 2nd Edition.
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  Harvester Wheatsheaf.
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  Sections 3.3 and 4.4.
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}
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}
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\seealso{
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\seealso{
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  \code{\link{arima}}
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  \code{\link{arima}}
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}
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}