https://communities.sas.com/t5/SAS-Procedures/Mathematical-form-of-an-ARIMA-model/m-p/29255#M6847 I created an ARIMA model in SAS, but I need to implement the formula<BR /> for the forecasts in Excel. Below is the SAS code for the model. The model is<BR /> AR(5,10,15,20) MA(1,5) with differencing of 5 periods.<BR /> <BR /> proc arima data=test;<BR /> identify var=calls (5) nlag=49;<BR /> estimate p=(5 10 15 20) q=(1 5);<BR /> run;<BR /> <BR /> I tried using Y(t)-Y(t-5)=Mu+MA/AR, but the forecasts on the spreadsheet are still different from the SAS output. This notation is based on a document from SAS Support here: <A href="http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_tffordet_sect016.htm" target="_blank">http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_tffordet_sect016.htm</A><BR /> <BR /> Can you please help me with translating the ARIMA forecast to Excel? Thank you.<BR /> Valentin Mon, 14 Mar 2011 21:35:16 GMT deleted_user 2011-03-14T21:35:16Z https://communities.sas.com/t5/SAS-Procedures/Mathematical-form-of-an-ARIMA-model/m-p/29255#M6847 I created an ARIMA model in SAS, but I need to implement the formula<BR /> for the forecasts in Excel. Below is the SAS code for the model. The model is<BR /> AR(5,10,15,20) MA(1,5) with differencing of 5 periods.<BR /> <BR /> proc arima data=test;<BR /> identify var=calls (5) nlag=49;<BR /> estimate p=(5 10 15 20) q=(1 5);<BR /> run;<BR /> <BR /> I tried using Y(t)-Y(t-5)=Mu+MA/AR, but the forecasts on the spreadsheet are still different from the SAS output. This notation is based on a document from SAS Support here: <A href="http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_tffordet_sect016.htm" target="_blank">http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_tffordet_sect016.htm</A><BR /> <BR /> Can you please help me with translating the ARIMA forecast to Excel? Thank you.<BR /> Valentin Mon, 14 Mar 2011 21:35:16 GMT https://communities.sas.com/t5/SAS-Procedures/Mathematical-form-of-an-ARIMA-model/m-p/29255#M6847 deleted_user 2011-03-14T21:35:16Z https://communities.sas.com/t5/SAS-Procedures/Mathematical-form-of-an-ARIMA-model/m-p/29256#M6848 See: <A href="http://support.sas.com/forums/message.jspa?messageID=52035#52035" target="_blank">http://support.sas.com/forums/message.jspa?messageID=52035#52035</A> Thu, 17 Mar 2011 08:49:28 GMT https://communities.sas.com/t5/SAS-Procedures/Mathematical-form-of-an-ARIMA-model/m-p/29256#M6848 udo_sas 2011-03-17T08:49:28Z