Good morning, I have a problem in R. I am fitting an ARIMA and GARCH model on the interest rates of the FED. The problem is as follows. The ugarchspec function does not allow me to specify the differencing parameter I of the ARIMA, but only the AR and MA parameters. Consequently, I differenced the series myself, so my forecasts are differenced forecasts. Now I need to undifference them, but I can’t get what I want.