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Answers for “如何从原始序列 q_t 定义差分序列 z_t?”

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The dd in ARIMA(p,d,q) represents the order of differencing, also known as the integrated component. It indicates how many times the original series has been differenced to achieve stationarity.

Conditions: The model is denoted as ARIMA(p,d,q).; dd is a non-negative integer.

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The I in ARIMA stands for Integrated. It is implemented by modeling the differences of the original time series rather than the raw series itself.

Conditions: The context is the ARIMA time series model.; The explanation refers to the specific ARIMA(1,1,1) example shown on the board.