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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