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Answers for “ARIMA(p,d,q) 中的 d 意味着什么?”

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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 equation for ARIMA(1,1,1) is Zt=ϕ1Zt−1+θ1ϵt−1+ϵtZ_t = \phi_1 Z_{t-1} + \theta_1 \epsilon_{t-1} + \epsilon_t, where ZtZ_t is the differenced series, ϕ1\phi_1 is the autoregressive coefficient, θ1\theta_1 is the moving-average coefficient, and ϵt\epsilon_t is the error term.

Conditions: The model is ARIMA(1,1,1).; ZtZ_t is the first difference of the original series qtq_t.; p=1,d=1,q=1p=1, d=1, q=1.