Hello, Guys:
I'm from China, my English is poor and I'm new to R. The first message I sent
to R help meets some problems, so I send again.
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
The regular AR=1; regular MA=1; seasonal AR=0; seasonal MA=1; seasonal
period=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 -0.9511
s.e. 0.0458 0.0594 0.0130
When 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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