Hello,
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Could someone tell me please how can I find out which starting values has R
used for the simulation?
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I have AR(1) model:
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y(t)=0.2*y(t-1)+0.2*y(t-2) + e(t) Â
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(e(t) is distributed according standard normal distribution)
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I need y(0) (or y(t-1), then t=1)Â values for my following calculations (it is
very important parameter).
Should I assume that y(0)=mean(yt) or set y(0)=0?
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How to find out, which values R uses for y(0), y(-1) and so on?
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Thank you very much for the answer in advance!
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Best regards,
Lina
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