Hi. Your code for MA linear regression uses residual for y_train

But the following MA model equation says y_train is y_t rather than residual_t

Is your code needed to be fixed or is my interpretation incorrect?

Hello Jinit, I have read your awesome code in this repo and the article in medium which helps me a lot and thank you for your work. But I can not grasp the key idea about the way of Un-differencing the data. Could you please explain the code with more details?

df_c.Value += np.log(df).shift(1).Value
df_c.Value += np.log(df).diff().shift(12).Value
df_c.Predicted_Values += np.log(df).shift(1).Value 
df_c.Predicted_Values += np.log(df).diff().shift(12).Value
df_c.Value = np.exp(df_c.Value)
df_c.Predicted_Values = np.exp(df_c.Predicted_Values)