Replicate SAS Proc ARIMA(X) forecasted values in excel

[Ecotrix]

Hi...

I am trying to come up with a mathematical equation to match the predicted values from SAS output in excel using the parameter estimates from SAS output (such as MU etc). I need specific help when using MA(1) with input series.

Any help would be greatly appreciated.

[nav1]

did you find a solution for this??

[udo_sas]

Hello -

https://communities.sas.com/t5/Forecasting-and-Econometrics/What-is-the-mathematical-form-of-an-ARIM... might be of interest.

Thanks,

Udo