R: search for the Right Seed(s) that Simulate AR(2) with its Coefficients(phi_1 and phi_2)

I want R to search for the seed(s) that will simulate `AR(2):

ar1.2 <- arima.sim(n = 100, model=list(ar=c(0.5, 0.4), order = c(2, 0, 0)), sd = 1)  

Such that when I run the following:

set.seed()  ar1.2 <- arima.sim(n = 100, model=list(ar=c(0.5, 0.4), order = c(2, 0, 0)), sd = 1)  auto.arima(ar1.2)  

It will confirm the AR- coefficients as phi_1 = 0.5... and phi_2 = 0.4...

I have two conditions to be met chronologically as follows:

1. Make sure that the ARIMA order is (2, 0, 0)
2. Out of the seeds that satisfied condition 1 above, search for the one that its coefficients as 0.5... and 0.4...

Edit

It is done for `AR(1) as follows:

FUN <- function(i) {    set.seed(i)    ar1 <- arima.sim(n=100, model=list(ar=0.4, order=c(1, 0, 0)), sd=1)    ar2 <- auto.arima(ar1, ic="aicc")    c(arimaorder(ar2), seed=i)  }    R <- 24000  ## this would be your 1e5  seedv <- 23000:R    library(parallel)  cl <- makeCluster(detectCores() - 1 + 1)  clusterExport(cl, c("FUN"), envir=environment())  clusterEvalQ(cl, suppressPackageStartupMessages(library(forecast)))    res <- parSapply(cl, seedv, "FUN")    stopCluster(cl)    seed_out <- res["seed", which(apply(res, 2, function(x) all(x[1:3] == c(1, 0, 0))))]      #########################################################################  sink("ARIMA.SIM_n20_ar0.4.txt")  ##########################################################################  arima_order_results = data.frame()  for (my_seed in seed_out){     set.seed(my_seed)    ar1 <- arima.sim(n = 100, model=list(ar=0.4, order = c(1, 0, 0)), sd = 1)    ar2 <- auto.arima(ar1, ic = "aicc")    arr <- as.data.frame(t(ar2$coef))    if(substr(as.character(arr[1]), 1, 5) == "0.400") {        arr <- cbind(data.frame(seed=my_seed),arr)      print(arr)        arima_order_results = bind_rows(arima_order_results,arr)      # write.csv(my_seed, paste0(arr, ".csv"), row.names = FALSE)      }  }  ##########################################################################  sink()  #######################################################################  

Get the output in your Working Directory

   #seed       ar1  #1 23027 0.4009039     #seed       ar1 intercept  #1 23305 0.4005298 0.4055362      #seed       ar1  #1 23443 0.4004223      #seed      ar1  #1 23845 0.400621  

I confirm the output with a seed of 23027

set.seed(23027)  ar1 <- arima.sim(n=100, model=list(ar=0.4, order=c(1, 0, 0)), sd=1)  library(forecast)  auto.arima(ar1, ic="aicc")  

A parallel and better Answer for the case of AR(1) is here

I want such a solution for AR(2)

https://stackoverflow.com/questions/65526397/r-search-for-the-right-seeds-that-simulate-ar2-with-its-coefficientsphi-1 January 01, 2021 at 08:01AM