# Mathematical expression for SARIMA [duplicate]

• 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 $(y_t - \mu) = \alpha + \phi(y_{t-1} - \mu) + \epsilon_t$. – javlacalle Sep 22 '15 at 10:46