[R] Equation for model generated by auto.arima

Stephan Kolassa Stephan.Kolassa at gmx.de
Fri Mar 5 09:43:53 CET 2010


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:
> 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 any
> time t. I looked at the forecast package but cannot find how to calculate
> the value. Any help is appreciated.
> 
> Thanks



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