Differencing Orders

The Differencing (d) option specifies the differencing orders for the dependent series.

For differencing orders, you must enclose the value or values that you specify in parentheses. Unlike the autoregressive and moving average orders, you must include all orders that you specify in a single list. You can specify an integer value multiple times in the same list. You can use placeholders (such as "s") to specify seasonal differencing.

To specify a differencing order, use the following syntax:

• For a single differencing order, enter an integer. This syntax creates a model of D = (integer).
• For multiple differencing orders, use (integer,...,integer). You can use commas or spaces as separators for each integer. If you use commas, enclosing the specification in parentheses is optional.

  This syntax creates a model of D = (integer,...,integer).

• For a differencing order with a seasonal component, use integer,...,s. This syntax creates a model of D = (integer,...,s), where s is a placeholder for the seasonal order. This placeholder value is derived from the seasonal cycle length for the time variable in the project. You can also specify an integer value for this seasonal component. The integer or the value of s is used as a multiplier for each integer in the parentheses. The s is not case-sensitive.

The following table includes examples of this syntax:

Model Description	Value of d	Result in Details
Single differencing order	5	D = (5)
Multiple differencing orders	(1 1 3 5)	D = (1,1,3,5)
Differencing order with a seasonal component	(1 S s)	D = (1,s,s)