Dear Professor:

I am a learner on R.

I met a problem when I use the function arima in R.

I wish you could give me a hand.

The following is the code I wrote.

> set.seed(1)

> b <- c(0.8)

> x <- w <- rnorm(1000)

> for (t in 2:1000) {

     x[t] <- x[t] + b * w[t - 1]

 }

> x.ma <- arima(x, order = c(0, 0, 1))

> x.ma$res


Could you please tell me how x.ma$res is calculated in R?


The results in R is a little different from the ones I calculated by hand.


Is there any where I could see the relavent code?


Thank you!


Best Regards!


Li Liu

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