Anders
07-14-2009, 01:40 PM
Hi,
I'm using the ARMAMaxLikelihood class i imsl c# 5.0 for calculating forecasts for a differentiated series. Does anyone know if there is an "easy way" to transform the forecast values back to times series values by some sort of "undifferencing?
AndS
I'm using the ARMAMaxLikelihood class i imsl c# 5.0 for calculating forecasts for a differentiated series. Does anyone know if there is an "easy way" to transform the forecast values back to times series values by some sort of "undifferencing?
AndS