Forecasting Original series
Posted: March 12th, 2006, 8:04 pm
Does anyone have a simple example (preferably in Excel) where an ARMA model has been fitted to a log transformed and differenced series and then the original, untransformed series has been forecasted?I have been working on a Log, Diff of 12, Diff of 1 and mean subtracted series and now want to forecast out 12 periods.Please email to: ouadad@hotmail.commany thanks.