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I have estimated and ARMA process in Mathematica using data which I have had to take the 2nd difference of to remove the trend. I have managed to fit a model to the detrended data but cannot work out how to undo the differences when forecasting. I can undo the difference if the set is a list of numbers but because the forecast uses temporal data I am stuck. I am fairly new to Mathematica and do not have very much coding experience so an example would appreciated.

Here is a link to my dropbox with code I have done so far.

Thanks for any help in advance.

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Yes, an example would be appreciated ! Please, provide any relevant data/code :) – Sektor May 13 '14 at 19:48
I recommend fitting an ARIMA process to the original data. It includes the trend component so you won't have to undo the differencing. – Andy Ross May 14 '14 at 13:45
@AndyRoss, I thought I am required to detrend the data to get a more reliable model? – Amz May 15 '14 at 16:48
Right. ARIMA does all of this under the hood. – Andy Ross May 15 '14 at 16:49

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