[R] Difference between arima(1, 1, 1) of y and arima(1, 0, 1) of diff(y)

Dear all, When I run an arima(1,1,1) on an I(1) variable, y, I get different estimates to when I first difference the variable myself, e.g y2-diff(y), and then run arima(1,0,1) on y2. Shouldn't these two approaches give the same output? Any help will be much appreciated. george

Re: [R] Difference between arima(1, 1, 1) of y and arima(1, 0, 1) of diff(y)

at 2:14 PM, George Milunovich george.milunov...@mq.edu.au wrote: Dear all, When I run an arima(1,1,1) on an I(1) variable, y, I get different estimates to when I first difference the variable myself, e.g y2-diff(y), and then run arima(1,0,1) on y2. Shouldn't these two approaches give the same