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  1. I used the auto.arima in R. I got ARIMA(0,1,2), while in SPSS by using the Expert, I got ARIMA(0,1,1).

  2. I used the auto.arima in R. I got ARIMA(0,1,2); then by using "Select Model ARIMA(0,1,2)" in SPSS, I got different coefficient value of arima parameter.

the data 

c(32, 32, 32.5, 32, 32, 31.25, 31.5, 31.5, 32, 32, 31.25, 31.75, 
30.5, 31.5, 31.5, 31.5, 33.5, 36, 36.75, 36.25, 36.5, 37, 37, 
37, 35.75, 37.25, 37, 36.5, 37.5, 38, 37.75, 38.25, 38, 37.75, 
39, 38, 36, 34.5, 34, 34.75, 35, 33, 32.75, 32.5, 31.5, 31.25, 
32, 29.25, 34.25, 34.5, 30.25, 27, 26.75, 27.75, 27.75, 27, 28.25, 
29, 30.25, 30.75, 31.5, 32.5, 33.75, 34.75, 36.5, 37.75, 39, 
38.5, 39.75, 38.5, 40, 40.5, 40.25, 40, 39.5, 38.5, 40.75, 41.5, 
42.5, 43.25, 44, 44.75, 45, 44.25, 43.5, 43.25, 43, 42.75, 43.25, 
42.5, 43.5, 42.75, 44.5, 43, 42, 39.5, 38.25, 38.25, 38.5, 38.5, 
38.25, 39.5, 41, 42.5, 43.75, 42.5, 42, 43.5, 43.25, 44.25, 46.25, 
46.25, 47.25, 46.75, 46.5, 47.5, 48, 48.75, 48.75, 50.25, 51.75, 
50.5, 51.5, 52.75, 55.25, 54, 53.5, 53.25, 52.75, 53, 53, 53, 
51.75, 53.25, 55, 53, 53.5, 52, 57.5, 58.25, 59, 60.75, 61.5, 
57.75, 58.5, 58, 57.25, 58, 59, 61.5, 59, 60, 59.75, 60, 57.75, 
56.5, 54.5, 53, 52, 51.5, 52.5, 55.75, 57.5, 59, 59, 60.75, 60, 
61.5, 61, 59.5, 57.5, 54.75, 54, 56.75, 60.5, 63.5, 61, 59.5, 
59.5, 59, 61.25, 64.5, 67, 71, 69, 68.5, 71.25, 69, 70.25, 69, 
66.75, 66, 66.5, 66.5, 68, 72.25, 74.52, 82.22, 84.84, 85.17, 
88.44, 90.24, 94.66, 102.85, 101.54, 102.36, 105.31, 103.51, 
94.99, 93.52, 91.72, 94.34, 94.34, 90.9, 92.04, 92.37, 95.65, 
92.21, 91.23, 90.24, 88.77, 88.28, 90.41, 90.41, 90.73, 91.06, 
91.72, 91.23, 90.57, 91.06, 90.41, 93.85, 92.86, 92.37, 92.37, 
93.19, 94.17, 96.63, 93.03, 92.54, 91.55, 91.39, 90.9, 92.37, 
86.48, 87.95, 84.84, 84.02, 85, 84.02, 84.51, 84.51, 84.84)
Fr.
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Oday Dassi
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  • Is this a question for CrossValidated rather than StackOverflow? It's about the internals of the ARIMA functions, not about coding something. – Fr. Jan 06 '17 at 00:13
  • Can you add the parameters that you are getting? – ArunK Jan 06 '17 at 09:45
  • theArun the parameters by using r program are ARIMA(0,1,2) with drift Coefficients: ma1 =(0.1303) ma2=(0.1043) drift=(0.2097) the parameter by using spss is ARIMA(0,1,1) ma1 =(-0.139) – Oday Dassi Jan 06 '17 at 13:05
  • the parameter by using spss is ARIMA(0,1,2) ma1 =(-0.130), ma2=(-0.104) – Oday Dassi Jan 06 '17 at 13:16

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