what is general forecasting equation for ARIMA(p,d,q)(P,D,Q)s?
I wrote this equation, can someone confirm if it is a correct one?
If not, can someone correct it?
$$\overline{y}_{t+m}= \varphi_{1}y_{t} + \varphi_{2}y_{t-1}+...+ \varphi_{p}y_{t-p+m}+\phi_{1}y_{t} + \phi_{2}y_{t-s}+...+ \phi_{P}y_{t-P+m}-\theta_{1}e_{t}-\theta_{2}e_{t-1}-...-\theta_{q}e_{t-q+m}-...-\Theta_{1}e_{t}-\Theta_{2}e_{t-s}-...-\Theta_{Q}e_{t-Q+m}$$
but I need it in a form $\overline{y}_{t+m}= \ldots$
accordinng to your links, is it then proper:
$$\overline{y}_{t+m}=\frac{ (\varphi_{1}y_{t} + \varphi_{2}y_{t-1}+...+ \varphi_{p}y_{t-p+m})(\phi_{1}y_{t} + \phi_{2}y_{t-s}+...+ \phi_{P}y_{t-P+m})}{(\theta_{1}e_{t}-\theta_{2}e_{t-1}-...-\theta_{q}e_{t-q+m})(\Theta_{1}e_{t}-\Theta_{2}e_{t-s}-...-\Theta_{Q}e_{t-Q+m})}$$