# Forecasting differentiated timeseries with ARMA?

If I apply ARMA on a stationary differentiated time series and want to make forecasts with this model, the forecast will be on the differentiated values. I need the values to be non-differentiated, is it possible?

If you forecast $\Delta X_t$ then to get the forecast of $X_t$ simply sum up the differences:
where we assume that $X_t$ is the last known in-sample value.
• Use function cumsum. If dx is your forecasted differences then the level forecast is cumsum(dx)+xt. – mpiktas Nov 28 '13 at 17:56