[Rd] means in arima0 (PR#754)
Thu, 30 Nov 2000 14:02:56 +0100 (MET)
Full_Name: Arto Luoma
OS: Windows 98
Submission from: (NULL) (18.104.22.168)
In arima0 it is possible to specify whether the mean of the original series is
included in the model or not. However, it is not possible to specify whether the
mean of the differenced series is included. It seems that it is not included.
However, if differencing is used to eliminate trend, the mean of the differenced
series is not zero. In my opinion, this leads to errors both in estimation and
prediction problems. The uncertainty in the estimation of the mean of the
differenced series should be also included in the standard errors of
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