Hi Mark, This is very helpful!! Much appreciated Sent from my iPad
On Jul 19, 2013, at 3:51 AM, Mark Leeds <marklee...@gmail.com> wrote: > Hi George: Assuming it's still relevant, the link below will explain why. > > http://www.stat.pitt.edu/stoffer/tsa2/Rissues.htm > > > > On Thu, Jul 18, 2013 at 2:14 PM, George Milunovich > <george.milunov...@mq.edu.au> wrote: >> Dear all, >> When I run an arima(1,1,1) on an I(1) variable, y, I get different estimates >> to when I first difference the 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 >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
