R 绘制滚动预测日内时间序列自定义间隔

我想从SPY中绘出日内30分钟数据的历史预测。数据是

我首先根据过去10天的时间窗口绘制预测图。h=13是一个交易日的30分钟间隔数

require(forecast)
a.win  <- window(spy.close,start = end(spy.close)[1]-10*1440*60,end =end(spy.close)[1])
a.fit  <- auto.arima(a.win)  
a.pred <- forecast(a.fit, h=13)
plot(a.pred, type="l", xlab="period", ylab="price",
     main="Overlay historic forecasts & actual prices")

require（预测）
a、 赢
for (j in seq(1, 5, by=1)) {   ## Loop to overlay early forecasts 
  result1 <- tryCatch({
    b.end   <- end(spy.close)[1]-j*1440*60 ## Window the time series  
    b.start <- b.end[1]-10*1440*60
    b.window <- window(spy.close, start=b.start, end=b.end)

    b.fit  <-auto.arima(b.window) 
    b.pred <- forecast(b.fit, h=13)
    lines(b.pred$mean, col="green", lty="dashed" )
  }, error = function(e) {return(e$message)} ) ## Skip Errors
}