现在已知一个arima(4,1,6)的各参数 怎么得到预测方程啊??求好心人帮忙啊?!
Backcast: 1958 1963
Variable Coefficient Std. Error t-Statistic Prob.
AR(1) -0.752430 0.245496 -3.064939 0.0041
AR(2) 0.308545 0.083746 3.684317 0.0007
AR(3) 0.685472 0.143711 4.769786 0.0000
AR(4) 0.536480 0.117376 4.570607 0.0001
MA(1) -0.327637 0.346300 -0.946106 0.3504
MA(2) -0.931624 0.257588 -3.616726 0.0009
MA(3) -0.625402 0.234223 -2.670112 0.0113
MA(4) 0.425050 0.300950 1.412360 0.1664
MA(5) 0.833020 0.285055 2.922316 0.0060
MA(6) -0.371557 0.247315 -1.502359 0.1417
R-squared 0.786453 Mean dependent var -0.652174
Adjusted R-squared 0.733066 S.D. dependent var 10.53506
S.E. of regression 5.443003 Akaike info criterion 6.416199
Sum squared resid 1066.546 Schwarz criterion 6.813730
Log likelihood -137.5726 Durbin-Watson stat 2.228609
Inverted AR Roots .95 -.38-.67i -.38+.67i -.95
Inverted MA Roots 1.00 .87 .46 -.52+.85i
-.52-.85i -.95