How does one
- write the mathematical equation for the ARIMA(1,1,1) model with the estimated coefficients below and
use the ARIMA(1,1,1) model and time series points below to produce a forecast value for time = 41 (e.g. the forecast value for t = 41 is 18)?
auto.arima(deseasonal_cnt, seasonal=FALSE)
Series: deseasonal_cnt
ARIMA(1,1,1)Coefficients:
ar1 ma1 0.5510 -0.2496
s.e. 0.0751 0.0849
sigma^2 estimated as 26180: log likelihood=-4708.91
AIC=9423.82 AICc=9423.85 BIC=9437.57airplane[35:40]
19.2981 17.1230 16.1230 18.1352 19.3401 18.1414fitted(Arima(airplane, c(1,1,1)))[35:40]
18.3492 18.3752 17.8322 18.7924 19.8253 18.8198