confusion in calculation of e_t terms in ARMAX model

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jay katkani

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Jul 10, 2022, 3:32:47 PM7/10/22
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I have generated a SARIAMX(0,0,2) model and forecasted the model on in-sample data using python statsmodels library.

I want to cross-validate the model.predict() result using ARMAX equation, for that i used the coefficients from model.summary() and used that equation for in-sample forecasting but both results( results from python and result generated manually in excel) are not matching
I tried surfing the net figuring out what i am doing wrong but couldn't figure it out.


Thankyou so much for taking time to solve my query!!!

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