This is described on the help page!
include.mean: Should the ARIMA model include a mean term? The default
is 'TRUE' for undifferenced series, 'FALSE' for differenced
ones (where a mean would not affect the fit nor predictions).
Further, if 'include.mean' is true, this
Hi, All,
This is my program
ts1.sim <- arima.sim(list(order = c(1,1,0), ar = c(0.7)), n = 200)
ts2.sim <- arima.sim(list(order = c(1,1,0), ar = c(0.5)), n = 200)
tdata<-ts(c(ts1.sim[-1],ts2.sim[-1]))
tre<-c(rep(0,200),rep(1,200))
gender<-rbinom(400,1,.5)
x<-matrix(0,2,400)
x[1,]<-tre
x[2,]<-gen
