C4: ARIMA forecasts and forecast errors

[New at pd]

Good morning everyone,

I have no problem getting the variance of a forecast, since I know that we can translate any ARIMA(p,d,q) model into an infinite series, and the variance is just a function of the coefficients of this infinite series, using page I-66 as a reference. Is it possible to use this same coefficients somehow to get the forecast itself.

Thanks in advance.