Hello, I am now learning to use the arima.sim command to model an AR(1) process. The AR(1) equations looks something like: r_t = phi_0 + phi_1*r_t-1 + u_t
While simulating the AR(1) model, we specify the value of phi_1 in the equation. For example, arima.sim(list(c(1,0,0),ar=0.9),200) Could you please tell me what value of phi_0 does R assume while simulating this model? Does it generate it randomly? Thank you. -- View this message in context: http://r.789695.n4.nabble.com/Seed-value-in-ARIMA-models-tp2527809p2527809.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
