
Hello, Guys:
I'm from China, my English is poor and I'm new to R. The first message I sent to R help meets some problems, so I send again.
Hope that I can get useful suggestions from you warm-hearted guys.
Thanks.

I builded a multiplicative seasonal ARMA model to a series named "cDownRange".
And the order is (1,1)*(0,1)45
The regular AR=1; regular MA=1; seasonal AR=0; seasonal MA=1; seasonal period=45.
I fitted the model in R and get the result as below:
Call:arima(x = cDownRange, order = c(1, 0, 1), seasonal = list(order = c(0, 1, 1), period = 45))
Coefficients:         
    ar1      ma1     sma1      
    0.7364  -0.5046  -0.9511
s.e.    0.0458   0.0594   0.0130
When I use the predict command of this model in R, it gives the right forcasting.

So I think the forcast formula of this SARMA model should be written as below:
X(t)=ar1*X(t-1)-ma1*a(t-1)-sma1*a(t-45)+ma1*sma1*a(t-46)

But when I use this forcast formula in Excel, it gives a totally different predict from R. And I don't know why?
I guess the expression of the forcast formula of this SARMA(1,1)*(0,1)45 is wrong, but I don't know the right form.
Can anybody help me with this?Thank, again!

saji from Shanghai


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