R help - Sep 2009 - Starting values in “arima.sim” function

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!
 
Best regards,
Lina Rusyte


      
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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


      
	[[alternative HTML version deleted]]