From: <stoffer_at_pitt.edu>

Date: Tue 04 Apr 2006 - 03:20:43 GMT

Date: Tue 04 Apr 2006 - 03:20:43 GMT

Sorry for reporting this again, but I didn't notice that there was a
response. The response to PR#8231 is "This is a matter of opinion!"

First, I find this response arrogant and dismissive and I would ask for a second opinion. Second, the use of the term "intercept" - whether or not you think is "a matter of opinion" - is MISLEADING. Why do you want to MISLEAD users?

I believe "intercept-slope form of a line" is well established in mathematics. That is, if y=a+bx then most of us would call a the intercept and b the slope. Is the responder saying this is opinion? This is standard terminology.

For a causal AR(1) model we write

X(t) = a + b X(t-1) + W(t)

where W(t) is white noise. The value a is the intercept and the value
b is the slope... is the responder saying this is opinion? How so?
It's the slope-intercept form of the model.

If mu =E[X(t)] then mu = a + b*mu or

a = mu*(1-b)

is the relationship between the MEAN and the INTERCEPT. They are not
the same unless b=0. This is NOT opinion. This is a fact.

So if I tell you the estimate of the intercept is 10, what does that say to you? In the arima output (and other functions), it's saying the estimate of mu is 10. Really? You don't think that's misleading?

Again, I put this to you: Why do you want to MISLEAD the user. Get some other opinions on this if you don't agree with me.

Thanks again for your time and sorry for the double report. David

-- -=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- David S. Stoffer Department of Statistics University of Pittsburgh Pittsburgh, PA 15260 phone: [412] 624-8496 fax: [412] 648-8814 email: stoffer@pitt.edu web: http://www.stat.pitt.edu/stoffer voice: hey dave ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-develReceived on Tue Apr 04 13:44:42 2006

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