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2013 Feb 05
1
R -HELP REQUEST
...y for taking your time from your research and teaching schedules.   If you have a non-stationary univariate time Series data that has the transformation: Say; l.dat<-log (series) d.ldat<-diff (l.dat, differences=1) and you fit say arima model. predit.arima<-predict (fit.series, n.ahead=10, xregnew= (n+1) :( n+10)) How could I re-transform "prediction$pred" to the level data since it has been differenced once? I know exp (prediction$pred) will bring the inverse of the log transform but what about the differenced transform? This is my question. I would be very grateful if you could h...