Hi, and welcome!
Thanks for the reproducible example, called a reprex. These make things so much more efficient for everyone.
Help me clarify my understanding. Taking the first few rows
> df
# A tibble: 19 x 4
date f var indice
<date> <chr> <dbl> <dbl>
1 2019-08-01 observado 0.00164 119.
2 2019-09-01 auto.arima 0.000789 NA
3 2019-10-01 auto.arima 0.000379 NA
Should row 2 be
2 2019-09-01 auto.arima 0.000789 0.09389
and row 3
3 2019-10-01 auto.arima 0.000379 3.558e-05
That is indice
at t_i should equal indice
at t_{i -1} * var
at t_i?