# What is the corresponding model when I include drift in an SARIMA model with seasonal differences?

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

• Has my answer helped you . If so accept it to close the question – IrishStat Apr 24 at 23:19