You appear to be doing the differencing twice. Do it only in arima, and not in the data you supply.

On Thu, 15 May 2008, Habib, Mohamed A F A M wrote:

I have the following model:

m1.dis=arima(diff(diff(log(ts1),lag=12)),order=c(0,1,1),seasonal=list(order=c(0,1,1),period=12))

I would like to know how to plot the correct predictions in the original units because I am trying the following code but it is not working.

For some value of 'not working' unknwon to us. Please see the footer to this (and very) message.

I believe that there must be something to account for the differencing.

plot(m1.dis,n1=c(1990,1),n.ahead=36,xlab='Year',type='o',ylab='Discharge 
(cfs)',transform=exp)


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