Hello, Guys:
I'm from China, my English is poor and I'm new to R.
This is my first time to use R-help. Hope that I can get useful suggestions
from you warm-hearted guys.
Thanks.
I builded a multiplicative seasonal ARMA model to a series named "cDownRange".
And the order is (1,1)*(0,1)45
I fitted the model in R and get the result as below:
Call:arima(x = cDownRange, order = c(1, 0, 1), seasonal = list(order = c(0, 1,
1), period = 45))Coefficients: ar1 ma1 sma1 0.7364
-0.5046 -0.9511s.e. 0.0458 0.0594 0.0130When I use the predict command of
this model in R, it gives the right forcasting.
So I think the forcast formula of this SARMA model should be written as
below:X(t)=ar1*X(t-1)-ma1*a(t-1)-sma1*a(t-45)+ma1*sma1*a(t-46)But when I use
this forcast formula in Excel, it gives a totally different predict from R. And
I don't know why?
I guess the expression of the forcast formula of this SARMA(1,1)*(0,1)45 is
wrong, but I don't know the right form.
Can anybody help me with this?Thank, again!
saji from Shanghai
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