search for: arimaseason

To whom it may concern: I am trying to better understand the functionality of 'R' when making arima predictions to avoid any "Black Box" disadvantages. I'm fitting a seasonal arima model using the following command (having already loaded 'stat' package). arimaSeason <- arima(Data,order=c(1,0,1),seasonal=list(order=c(1,0,1),period=12)) I can then generate subsequent predictions using the 'predict' function. However, I can't seem to duplicate these predictions in a separate program using the model coefficients. From duplicating simpler models,...