Question: Consider the model W t = W t-1 + a t , where W t = Y t - Y t-1 . This model is?

Consider the model Wt = Wt-1 + at , where Wt = Yt - Yt-1 . This model is?

(A) ARIMA(1,1,1) (B) ARIMA(1,1,0) (C) ARIMA(1,0,1) (D) ARIMA(0,1,1) (E) ARIMA(1,0,0)

If this model is written in the form Yt = 1 Yt-1 + 2 Yt-2+at , then what are the values of 1 and 2 (in terms of ) ? 1

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