Hello - Please contact Technical Support along these lines - you may want to refer them to this track number: 7610384067 ("ARIMA: reproduce forecasts for transfer function model"). Thanks, Udo ... View more

Yes, estimate[tt]=par[3]+par[2]*(-1)*Y[yRows]+par[1]*(-1)*resid[yRows]; is not the correct formula, I think the correct formula is stated here SAS/ETS(R) 9.2 User's Guide under "finite memory forecasts", but I do not know how to implement it. ... View more