Hi Mark,
This is very helpful!!
Much appreciated

Sent from my iPad

On Jul 19, 2013, at 3:51 AM, Mark Leeds <markleeds2@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.milunovich@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.
> 

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