Home > other >  The mathematic expression of the ARIMA (4, 2, 1) how to write
The mathematic expression of the ARIMA (4, 2, 1) how to write

Time:11-20

R language of ARIMA parameters is as follows:
Series: data
ARIMA (4, 2, 1)

Coefficients:
Ar1 ar2 ar3 ar4 ma1
- 0.2491-0.3700-0.2926-0.3589-1.000
S.e. 0.1104 0.1084 0.1070 0.1089 0.092

Sigma ^ 2 estimated as 3.906: the log likelihood=147.78
AIC=307.55 AICc=308.88 BIC=321.04
Would like to ask how to write the mathematical expression of the model according to the above parameters, thank you very much!