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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