Table 3 ARIMA (1,1,0) model estimation result of time series
dk
t
=−0.8776+0.36908
dk
t
−1
+
ϵ
t
S.E.: (0.2174) (0.1481)
S.E. of regression: 0.68482 (S.E.: standard error)
dk
t
=
k
t
−
k
t
−1