st: ma(1) model, cannot explain the predicted values

[corn@mail.tu-berlin.de]

Hello,
I want understand ma(q) processes. Thats why I made up an example for  
myself. I have one time series variable called SIE with 20 values  
(from 08.10.2002 up to 04.11.2002) and the a corresponding variable  
with time data.
first, I type

tsset time
(time is my time variable)

then I want a ma(1) model, so I type
arima SIE, ma(1)

I get an output, which says that my coef. of the constant is 41.72032  
and my coef. of my maL1. is 1.
Now, I want to have a look at the values, so I type
predict values, xb
predict residuen, residuals

and the list
and my proplem now is: I want to control these values by calculating  
them by myself:
The first values of SIE are:
08.10.2002 32.05
09.10.2002 32.42

the predicted values (variable "values") are
08.10.2002 41.72032
09.10.2002 36.88516

and the residuals

08.10.2002 -9.670321
09.10.2002 -4.465162

now I tried to calculate:
I thought ma(1) means:
y(1) = constant +e(1)+coef.*e(0) = 41.72032 + (-9.670321) + 1*0= 32.05
ok this works, now y(2):
y(2) = constant + e(2)+coef.*e(1)
so y(2) = 41.72032 + -4.465162 + 1*-9.670321 but this is not 36.88516 ?
Please, can you explain, how to get the value 36.88516? I dont see it....

Thanks a lot!

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