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I have estimated the following two models:

Δy_t=0.015−0.410Δy_{t−1}−0.220Δy_{t−2}

and

Δyt=0.400+0.00145t−0.150y_{t−1}−0.325Δy_{t−1}−0.220Δy_{t−2}

(Note that yt is the log of monthly trading volume.)

How can I interpret how each is modelling the trend?

Andrey Korneyev
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RickTLH
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  • Is it a programming question? – PM 77-1 Jun 18 '15 at 03:13
  • It's both programming and theoretical I guess. I have run code that produced those models and now I want to know how to interpret the trends and then how to code a way to de-trend each. – RickTLH Jun 18 '15 at 03:24

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