ARMA manual calculation

vichtor

New member
Joined
Feb 2, 2019
Messages
1
I'm a new member here and Im not sure if this answer should be asked here. However..

I kindly ask if someone at this forum knows how to manually calculate the arma model using time series data. I know how to do this using Python and R but im in need to do this manually. The data would be volatile. For example: 3.375, 3.200, 3.160, 3.110, 3.105, 3.230, 3.295, 3.375, 3.445, 3.315, 3.675. So it would both increase and decrease.
How would I, by using the example data, build an ARMA forecast model?
Thanks in advance!
 

tkhunny

Moderator
Staff member
Joined
Apr 12, 2005
Messages
9,926
I'm a new member here and Im not sure if this answer should be asked here. However..

I kindly ask if someone at this forum knows how to manually calculate the arma model using time series data. I know how to do this using Python and R but im in need to do this manually. The data would be volatile. For example: 3.375, 3.200, 3.160, 3.110, 3.105, 3.230, 3.295, 3.375, 3.445, 3.315, 3.675. So it would both increase and decrease.
How would I, by using the example data, build an ARMA forecast model?
Thanks in advance!
Do you have a particular model in mind? How is it defined? Spreadsheet might be a useful tool.
 
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