0
$\begingroup$

What is the mathematical equation for an ARIMA(0,1,1) model? The R software gives the following result

Series: goldtime 
ARIMA(0,1,1) with drift 

Coefficients:
         ma1   drift
      0.2635  9.6507
s.e.  0.0654  3.8817

sigma^2 = 2260:  log likelihood = -1250.51
AIC=2507.01   AICc=2507.12   BIC=2517.42
$\endgroup$
0

0

Browse other questions tagged or ask your own question.