[R] Seed value in ARIMA models

smilinglight smithaprakash85 at gmail.com
Mon Sep 6 02:35:32 CEST 2010


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.
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