Hi..
 
R Program is shown ARIMA output as below then SARIMA equation is be
 
(1 - 0.991B^{12})z_t + 43.557 = (1+0.37B)(1-0,915B^{12})a_t 
 
But I try to calculate it by manual . It look like it 's big different from R 
sofeware,
 
I am not sure this equation is correct or not . PLS supoort me to confirm it 
 
Arima Model ( 0,0,1)(1,0,1)
 
No Transformation
Constant   >> 43.557 , t = 10.09 
MA         >> -0.37  , t = -4.806,Lag 1
AR,Seasonal>> 0.991  , t = 48.098,Lag 1
MR,Seasonal>> 0.915  , t = 9.487 ,Lag 1
 
Forcasting Output
42.06226126
37.74729393
37.59225405
32.2574074
42.15854259
47.98722125
59.33493345
44.09434137
37.79761267
37.64391567
32.35527663
42.17065344
47.94884716
59.19827147
44.08968535
37.84749558
37.69512982
32.45229818
42.18265938
47.91080545
59.06279319
44.08506965
 
Input data






19.56

46.84

51.58

28

33.92

26.11

37.59

66.16

69.77

74.29

53.4

45.61

80.13

65.4

60.32

79.35

73.15

59.27

46.15

45.7

47.05

48.97

43.55

58.32

60.07

27.29

1.45

14.14

55.85

68.3

58.42

48.85

37.65

45.2

34.42

54.75

40.19

35.77

19.12

28.38

31.39

22.52

37.05

50.8

61.7

27.3

35.27

43.2

42.37

45.67

72.32

48.4

24.65

21.01

35.19

24.66

38.3

51.46

57.92

49.71

24.51

45.61

37.05

25.18

38.62

48.83

42.87

41.02

27.14

30.31

52.5

65.73

59.46

47.36

33.02

47.71

21.53

28.74

56.61

62.86

47.36

41.97

8.52

40.59

56.87

35.27

62.85

39.97

53.47

41.92

49.82

54.94

50.78

70.71

36.8

27.19

36.8

26.56

38.81

58.38

58.93

36.29

27.82

37.65

10.8

40.05

48.11

80.41

61.55

33.05

35.85

38.04

35.6

26.41

56.12

34.03

29.47

37.42

25.36

42.38

46.82

78.54

38.74

55.02

38.45

23.81

43.7

36.04

88.13

69.47

43.86

22.02

18.04

45.75

52.18

50.85

38.49

38.8

46.16

36.38

32.16

53.32

54.64

49.56

35.31

40.81

30.71

33.25

35.04

50.21


      
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