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ARMA(p,q) is generally denoted as a special case of ARIMA(p,d,q), when d = 0. However, ARIMA(p,d,q) is actually ARMA(p+d,q) so an ARIMA is actually an ARMA model, right? Then, how come ARIMA model is generalized version of ARMA models?
d = 0
Required, but never shown
1 month ago