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Answers for “ARIMA 中的 I 代表什么,它在模型方程中是如何实现的?”

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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.

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ARMA models require the time series to be stationary. A series with an upward trend has a moving mean, which violates the stationarity condition of having a constant mean over time.

Conditions: The model class is AR, MA, or ARMA.; The series exhibits a non-constant mean (trend).