Quantcast
Channel: Data Science, Analytics and Big Data discussions - Latest topics
Viewing all articles
Browse latest Browse all 4448

Forecasting using ARIMA after series has been transformed

$
0
0

@v.vicky000 wrote:

Hi,
I have transformed my series using log and diff to make it stationary and now I want to forecast using the model but the otuput is coming as transformed i.e. original series was like 10000 and forecast is coming like 0.1 How to transform back into the original series so I can get the forecasted values in thousands.
Spareseries is my timeseries whcih consist numbers ranging between 10k and 15k
Code :
Spareseries2<-diff(log(Spareseries),12)
plot(Spareseries)
plot(Spareseries2)
Spare2 <- auto.arima(Spareseries2,trace=TRUE,test=“kpss”,ic=“aic”)
summary(Spare2)
confint(Spare2)
Spare_forecast2<-forecast(Spare2,h=3)

Posts: 1

Participants: 1

Read full topic


Viewing all articles
Browse latest Browse all 4448

Trending Articles