I ran the

`auto.arima()`

command in R on a set of data and it chose the appropriate model to be ARIMA(0,1,0).I know ARIMA(0,0,0) is just white noise, but what does ARIMA(0,1,0) mean?

**Answer**

ARIMA(0,1,0) is random walk.

It is a cumulative sum of an i.i.d. process which itself is known as ARIMA(0,0,0).

**Attribution***Source : Link , Question Author : EconJohn , Answer Author : Richard Hardy*