I need help generating an AR(2) model in R and I am new to the software.
I have the following AR(2) process:
y[t] = phi_1 * y[t-1] + phi_2 * y[t-2] + e[t] where e[t] ~ N(0,2)
How can I generate a series of y[t]?
Thanks for the help, much appreciated!
You could do: