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