[R] SARIMA Model Problem

From: ruangkij s <ruangkij_s_at_yahoo.com>
Date: Sun, 08 Jun 2008 02:34:29 -0700 (PDT)


Hi..    

   I get a below data from sofeware . For the SARIMA equation should be    

  (1 - 0.991B^{12})z_t + 43.557 = (1+0.37B)(1-0,915B^{12})a_t as somebody advise me ..    

  Then I use it to confrim the forecasting output but it look like this equation is not correct ..    

  because it 's big different form sofeware ...    

  Would you please let confrim above SARIMA equation corect or not ?If not what is the correct one?    

  Remark : This model is used daily demand .....    

  Arima Model ( 0,0,1)(1,0,1)    

  No Transformation
  Constant >> 43.557 , t = 10.09

MA         >> -0.37  , t = -4.806,Lag 1
AR,Seasonal>> 0.991  , t = 48.098,Lag 1
MR,Seasonal>> 0.915  , t = 9.487 ,Lag 1
   

  Forcasting Output
  42.06226126

37.74729393
37.59225405
32.2574074
42.15854259
47.98722125
59.33493345
44.09434137
37.79761267
37.64391567
32.35527663
42.17065344
47.94884716
59.19827147
44.08968535
37.84749558
37.69512982
32.45229818
42.18265938
47.91080545
59.06279319
44.08506965

       
	[[alternative HTML version deleted]]

______________________________________________
R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sun 08 Jun 2008 - 09:41:33 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Sun 08 Jun 2008 - 10:30:37 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive