Dear All,
Here is a reprex:
set.seed(123)
b <- arima.sim(list(order = c(1,0,0),ar= .9),n=1000,sd=1)
arima(b)
Call:
arima(x = b)
Coefficients:
intercept
0.2250
s.e. 0.0688
sigma^2 estimated as 4.735: log likelihood = -2196.4, aic = 4396.81
>
Should sigma^2 not be equal to 1 ? Where do I misunderstand ?
Many thanks,
Ashim
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