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I have fitted an ARIMA model to forecast GDP using the auto.arima function in R:

 Series: tGDPdev 
 ARIMA(2,0,2)(1,1,0)[12] with drift 

 Coefficients:
          ar1      ar2      ma1     ma2     sar1
       1.7038  -0.7521  -1.3467  0.5857  -0.4793
 s.e.  0.2523   0.2290   0.2180  0.0917   0.0842
        drift
       0.5334
 s.e.  0.0470

I would need to know the equation thath represents this model, though I'm not a mathematician. Any help would be greatly appreciated!

Richard Hardy
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José Vallejo
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  • This is a duplicate of several earlier posts. I have linked one, but you will find a few (or a dozen) more if you search for "ARIMA" and "equation" or something like that. You could also check the free online textbook ["Forecasting: Principles and Practice"](https://otexts.org/fpp2/) by Hyndman and Athanasopoulos, they have a chapter on this. – Richard Hardy May 03 '18 at 16:35
  • True, but this question is specific. Before posting this question I had already read these answers. Alas, I couldn't apply the principles to this result. I don't think that it's just replacing the coefficients in the general equation. – José Vallejo May 03 '18 at 16:50

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