Using R to make ACF and PACF of an AR(2) process using two values of phi

I am trying to plot an ACF and PACF for an AR(2) process using two values of phi, but I keep getting the error, "'ar' part of model is not stationary". Code is posted below

b=arima.sim(list(order=c(2,0,0), ar=c(1.1, 0.8)), n=95)

Well, your AR process is not stationary...

I don't know why arima.sim cares, but that's likely the problem.

If your AR(2) process is non stationary it will explode. That's why arima.sim complains about your provided Phi values. I guess you should take the time and study some lectures regarding stationarity of timeseries, especially unit root calculations and how to rewrite your AR process to understand, what an AR process is (and hence see, why your values produce this error message).

In other words, your problem is from an analytical/mathematical point of view, not necessarily from a programmatical point of view.

Kind regards

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