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Could somebody help me in writing mathematical expression for ARIMA (1,2,2)(1,0,0) with seasonal length of 7. I have got the coefficients as AR1: -0.0053, SAR7: -0.6610, MA1: 1.2858 and MA2:-0.3213. I have an expression but when forecasted manually, not matching with system generated one. Thanks,Pranesh

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marked as duplicate by John, Christoph Hanck, Silverfish, whuber Sep 22 '15 at 12:36

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    $\begingroup$ There have been some similar posts before, you could benefit from searching this site for ARIMA, SARIMA and other relevant keywords. $\endgroup$ – Richard Hardy Sep 22 '15 at 8:39
  • $\begingroup$ If you are having problems with the polynomials operations, you can check the examples in this post or this other. See also other posts linked under the sections "Related" on the right-hand-side. $\endgroup$ – javlacalle Sep 22 '15 at 10:45
  • $\begingroup$ If you are having problems reproducing the forecast values from a software package, these posts may give you some helpful hints: here and here. Check the definition of the ARIMA model that is used by your sofware package, in particular check the signs of the AR and MA coefficients; check also whether a constat is included as an intercept, $y_t = \alpha + \phi y_{t-1} + \epsilon_t$, or as a mean $(y_t - \mu) = \alpha + \phi(y_{t-1} - \mu) + \epsilon_t$. $\endgroup$ – javlacalle Sep 22 '15 at 10:46

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