Difference between arima(1, 1, 1) of y and arima(1, 0, 1) of diff(y)

Thu, Jul 18, 2013 12:03 PM

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George Milunovich Difference between arima(1, 1, 1) of y and arima(1, 0, 1) of diff(y) Jul 18 Mark Leeds Difference between arima(1, 1, 1) of y and arima(1, 0, 1) of diff(y) Jul 18 George Milunovich Difference between arima(1, 1, 1) of y and arima(1, 0, 1) of diff(y) Jul 18