On Sat, Jan 4, 2025 at 2:55 PM <dbrila...@yahoo.gr> wrote: > > Hi, I found that my data become stationary (after differentiate) the log data > with best ARIMA(p,d,q) How do I rebuilt the ARIMA forecast to the origina > scale before log? > Tanks in advance
There's a standard means of converting from a forecast or fitted value of log(y) to that of y itself, if the error term is reckoned to be normal, plus some variations on the theme. Dave Giles has quite a nice discussion of the point: see https://davegiles.blogspot.com/2014/12/s.html Allin Cottrell _______________________________________________ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/
