Thanks for the reply. The problem is that I need the funcionality of forecast
menu of the program like UCL, LCL in a "good" plot.
In some packages, like SPSS the re-transformation is given from the software
and is supposed that the log model iw evaluated along with the non-log models.
Στις Κυριακή 5 Ιανουαρίου 2025 στις 03:49:17 π.μ. EET, ο χρήστης Brian
Revell <bjr.newm...@gmail.com> έγραψε:
Take the antilog of the log{y}=z transformed actual and fitted or forecast
values from the ARIMA model, which if in natural logs will be EXP(z).
On Sat, 4 Jan 2025, 23:59 Cottrell, Allin, <cottr...@wfu.edu> wrote:
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
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