[R] Equation for model generated by auto.arima

Stephan Kolassa Stephan.Kolassa at gmx.de
Thu Mar 4 22:30:31 CET 2010


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.


testuser schrieb:
> 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

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