Full_Name: david stoffer Version: 1.9.0 OS: win xp pro Submission from: (NULL) (67.165.78.88) arima() doesn't fit the model correctly if there is differencing and a constant is still needed. also, the description saying that it's not necessary to ever fit a constant is incorrect. if you fit a pure AR using arima(), it tells you it's giving you the intercept term, but it's actually reporting the estimate of the mean.