[R] AR(2) coefficient interpretation

Stephen Oman stephen.oman at gmail.com
Mon Dec 22 16:06:38 CET 2008

I am a beginner in using R and I need help in the interpretation of AR result
by R.  I used 12 observations for my AR(2) model and it turned out the
intercept showed 5.23 while first and second AR coefficients showed 0.40 and
0.46. It is because my raw data are in million so it seems the intercept is
too small and it doesn't make sense. Did i make any mistake in my code? My
code is as follows:

r<-read.table("data.txt", dec=",", header=T)
fit<-arima(a, c(2,0,0))

Thank you for your help first.

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