time series - Reproduce ARIMA Forecast (Coefficients from R Arima()) -

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i quite new r , arima model, , have question on arima model obtained in r.

i use unemployment rate example, data range jan, 1948 feb, 2015, total of 806 observations. after looking @ aicc, decided use arima(2,1,2) model. (btw using arima() function "forecast" package in r)

the output following:

series: log.unemp arima(2,1,2)  ar1 1.6406 ar2 -0.7499 ma1 -1.5943 ma2 0.7893  sigma^2 estimated 0.001307: log likelihood=1530.14 aic=‐3050.27 aicc=‐3050.2 bic=‐3026.82

the code 

fit.best <- arima(log.unemp, c(2, 1, 2), include.constant=false) print(fit.best)

then want measure forecast performance of model. is, calculate things rmse, theil's u, etc. not know how that. reason seems not know how derive forecast equation output calculate fitted values.

so me on this? how should derive forecast equation output? also, after obtaining equation, how can forecast in excel calculate fitted values first data point (there numbers not available when calculating fitted value t=1)?

thanks!

you can use summmary(fit.best) view rmse. or if want caluate can derive residuals , fitted values this:

fitted=log.unemp-fit.best$residuals

about equation see this


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