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I fitted the following model, but I am not sure if the drift term is an intercept term or the mean of $y_t-y_{t-4}$ (as it seems in a blog post by Rob Hyndman).

(f<-Arima(leitets, order=c(1, 0, 0), seasonal=list(order=c(0, 1, 2), period=4), 
          include.drift=T))
# ARIMA(1,0,0)(0,1,2)[4] with drift 
# 
# Coefficients:
#          ar1     sma1    sma2     drift
#       0.8600  -1.1350  0.4007  2847.303
# s.e.  0.0687   0.1339  0.1367  1345.671
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  • $\begingroup$ Has my answer helped you . If so accept it to close the question $\endgroup$ – IrishStat Apr 24 at 23:19
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my guess is that it is the implied intercept ....

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In response to @gung .. I took a quarterly series of my own choosing (because I didn't ahve the OP's data ) and asked to specify a starting model model and then to present it as a Right-Hand side equation ( i.e. in typical regression format free of often confusing backshift operators

enter image description here

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and here

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and another view enter image description here

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  • $\begingroup$ Can you add some text to explain your guess? I can see what you mean, but it isn't guaranteed that future readers will be sufficiently familiar with your activity here to do so. $\endgroup$ – gung Apr 22 at 16:26

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