Re: [R] function to undo the DIFF command in ARIMA command

On 21-Jun-11 04:21:08, Flávio Fagundes wrote: > Hi users. > I'm new user in R. > I'm workiing with Time series and I would like to know how > can I do to undo the command DIFF(X), for exemple: > If I have the model: m=arima(X, order=c(0,1,1), > seasonal=list(order=c(0,0,1))) > (note that have d=1 o

Re: [R] function to undo the DIFF command in ARIMA command

cumsum, but you have to add back the information lost in the diff operation by generating an extra zero at the beginning or end of the sequence and adding the appropriate offset to the resulting vector. --- Jeff Newmiller The

[R] function to undo the DIFF command in ARIMA command

Hi users. I'm new user in R. I'm workiing with Time series and I would like to know how can I do to undo the command DIFF(X), for exemple: If I have the model: m=arima(X, order=c(0,1,1), seasonal=list(order=c(0,0,1))) (note that have d=1 one difference), to find, in the same scale, the original num