Constants and ARIMA models in R

This post is from my new book Forecasting: principles and practice, available freely online at OTexts.org/fpp/. A non-seasonal ARIMA model can be written as \begin{equation}\label{eq:c} (1-\phi_1B - \cdots - \phi_p B^p)(1-B)^d y_t = c + (1 + \theta_1 B + \cdots + \theta_q B^q)e_t \end{equation} or equivalently as \begin{equation}\label{eq:mu} (1-\phi_1B - \cdots - \phi_p B^p)(1-B)^d (y_t - \mu t^d/d!) = (1 + \theta_1 B + \cdots + \theta_q B^q)e_t, \end{equation} where $B$ is the backshift operator, $c = \mu(1-\phi_1 - \cdots - \phi_p )$ and $\mu$ is the mean of $(1-B)^d …