phi=seq(-0.95,0.95,0.05)
factor1=(1+phi)/(1-phi)
plot(y=factor1,x=phi,type='l')
abline(h=1,col='red')
set.seed(1329)
y=arima.sim(model=list(ar=c(.9)),n=100)
plot(y)
library(TSA)
acf(y)
# estimate the mean by LS
lm1=lm(y~1)
summary(lm1)
acf(y)$acf
phi.hat=.82
factor1=(1+phi.hat)/(1-phi.hat)
factor1