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Thanks, found the residuals and I can write the equation, but it is not the perfect equation because I still can't forecast the future, because one of the parameter in the equation is the selected day's residual (i.e. actual value - predicted value) how can I predict that residual? I don't know thea...

Please see my question below, does anyone know how to calculate the error term (i.e. white noise) from the listed data I have? ok thanks, i will have a look, what about my second question: Can error term (e(t), e(t-1)) be calculated from the data I have: I have the time-series and the estimations an...

ok thanks, i will have a look, what about my second question: Can error term (e(t), e(t-1)) be calculated from the data I have: I have the time-series and the estimations and 1. coefficients, std. error, t-statistics, prob. of c (constant) AR(1), AR(2), AR(3), AR(4), AR(5) MA(1), MA(2), MA(3), MA(4)...

Thanks for the response, can you recommend something to read one error terms? I think it is called white noise.. and can you let me know whether I can calculate the error terms from the data I have?
Thanks

Thanks for the response, I understood all excep the error term, which one is the error term? y_t = ar(1)*y_(t-1) + ar(2)*y_(t-2) + e_t +ma(1)*e_(t-1) I guess with the constant (i.e. c) my equation will look like: y_t = c + ar(1)*y_(t-1) + ar(2)*y_(t-2) + e_t +ma(1)*e_(t-1) I've the following info bu...

yes i would like to forecast tomorrow's value but I am not interested in the value, I would like to have the equation.

something like that, let me clarify my questions again, let's say i have the following time series t value 1 55 2 54 3 53 4 52 5 51 6 50 7 49 t is time.. value is the value... If I calculated ARMA stuff from this series and ended up with the following info: 1. coefficients, std. error, t-statistics,...

I've a time series. And calculated all these coefficients using the tool. But I don't have the equation. If this was a linear equation then it might look like: y = 2x + 3 So now I want to write the same for this non linear equation. y = m*(y-1) + r*(y-2) + c etc... so I'm after something like this.

Hi, I don't know much about ARMA but hoping that one of you can help me understand this. I calculate the coefficients from timeseries but how can I can calculate the equation from the timeseries? I've the 1. coefficients, std. error, t-statistics, prob. of c (constant) AR(1), AR(2), AR(3), AR(4), AR...