When we are proving why ARIMA(0,1,1) is equal to simple exponential smoothing, why can we considered theta to be equal to (1-alpha)

by Student   Last Updated January 11, 2019 12:19 PM - source

I know this is a very basic question, but its not clarified within my lectures. Essentially when you have ARIMA(0,1,1) You can simplify the theta 1 term in order to obtain SES via stating its (1-alpha), but why would the theta 1 term be considered 1 - alpha.



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