I have estimated the following two models:
Δy_t=0.015−0.410Δy_{t−1}−0.220Δy_{t−2}
and
Δyt=0.400+0.00145t−0.150y_{t−1}−0.325Δy_{t−1}−0.220Δy_{t−2}
(Note that yt is the log of monthly trading volume.)
How can I interpret how each is modelling the trend?