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Thanks for the quick response, I'm a bit confused because for seasonal dummies Xt-1 would be 0, and Xt would just be 1. For example (monthly data, with just seasonality and no trend): The forecast value for July is: 136.2407 The forecast value for June is: 136.4862 AR Coeff: 0.999667 July Dummy Coef...

Hello, I'm currently forecasting a time series with an AR(2) model with seasonality and trend, and I'm trying to figure out the calculation from the equation to actual forecast values so I can recreate it in an excel spreadsheet. I saw your post 'ARMA Estimation and Forecasting' and was able to go f...