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I really haven't seen the answer to this question here. I have a dataset with the seasonally adjusted brazilian GDP and I'm trying to model it with an ARIMA(1,1,1) model.

However, my residuals mean are not equal to zero. Can you please help me?

dadospib$pib = ts(dadospib$PIB_pm, start = c(1996,1), end = c(2017,4), frequency = 4) #it's a quarterly data

pib %>% arima(order = c(1,1,1)) %>% residuals %>% mean

[1] 0.3065052
Lucas Leal
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  • Is that materially different than zero. Are the numbers for the y-values in the billions? Is this just a rounding error? (Need a real data object to work with.) – IRTFM Mar 22 '18 at 20:23
  • is there any way i can upload my data object here in this topic? the y-values are in proportion relative to a reference year (1995 = 100) – Lucas Leal Mar 22 '18 at 20:28
  • [Here](https://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example) are a few suggestions on how to convey your data. – Roman Luštrik Mar 22 '18 at 20:39

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