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Difference between arima(1, 1, 1) for y and arima(1, 0, 1) for diff(y)
2013 Jul 18
0
Difference between arima(1, 1, 1) for y and arima(1, 0, 1) for diff(y)
...variable myself, e.g y2<-diff(y), and then run arima(1,0,1) on y2. Shouldn't these two approaches give the same output? Any help will be much appreciated. george -- View this message in context: http://r.789695.n4.nabble.com/Difference-between-arima-1-1-1-for-y-and-arima-1-0-1-for-diff-y-tp4671873.html Sent from the R help mailing list archive at Nabble.com.