Good morning to you all, Sorry 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 help me with this.Thank you very much in anticipation
Mr. Mahmoud Coker Senior Manager Bank of Sierra Leone (Sam-Bangura Building) Freetown-Sierra Leone West Africa Email: cokiest...@yahoo.com Phone: +232 78 625967 / +232 77 440143 [[alternative HTML version deleted]]
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