Thanks for the reply, Stephan. I don't want to use R to predict the future value. I am looking to write the logic in a programming language like Java to predict future values using the model coefficients generated by R. For this, I would like to know what formula to use to estimate the value at any time t. I looked at the forecast package but cannot find how to calculate the value. Any help is appreciated.
Thanks -- View this message in context: http://n4.nabble.com/Equation-for-model-generated-by-auto-arima-tp1578756p1578820.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.