Re: [R] Equation for model generated by auto.arima

Hi, In that case, I'd recommend reading a good book on time series analysis. "Forecasting: Methods and Applications" by Makridakis, Wheelwright and Hyndman is very accessible. Alternatively, there are probably tons of webpages on ARIMA, so google around. Best, Stephan testuser schrieb: Tha

Re: [R] Equation for model generated by auto.arima

Thanks for the reply, Stephan. I don't want to use R to predict the future value. I am looking to write the logic in a programming language like Java to predict future values using the model coefficients generated by R. For this, I would like to know what formula to use to estimate the value at an

Re: [R] Equation for model generated by auto.arima

Hi, the help page for arima() suggests looking at predict.Arima(), so take a look at ?predict.Arima(). You will probably not use the coefficients, but just feed it the output from arima(). And take a look at auto.arima() in the forecast package. HTH Stephan testuser schrieb: I would like

[R] Equation for model generated by auto.arima

I would like to know how to use the coefficients generated by the ARIMA model to predict future values. What formula should be used with the coeffcients to determine the future values. Thanks -- View this message in context: http://n4.nabble.com/Equation-for-model-generated-by-auto-arima-tp1578