Output of arima

Try supplying the order argument to arima.  It looks like the default is to
estimate only the mean.
arima(b, order=c(1,0,0))
Call:
arima(x = b, order = c(1, 0, 0))

Coefficients:
         ar1  intercept
      0.8871     0.2369
s.e.  0.0145     0.2783

sigma^2 estimated as 1.002:  log likelihood = -1420.82,  aic = 2847.63

Bill Dunlap
TIBCO Software
wdunlap tibco.com

Dear All,

Here is a reprex:

set.seed(123)
b <- arima.sim(list(order = c(1,0,0),ar= .9),n=1000,sd=1)
arima(b)

Call:
arima(x = b)

Coefficients:
      intercept
         0.2250
s.e.     0.0688

sigma^2 estimated as 4.735:  log likelihood = -2196.4,  aic = 4396.81

Should sigma^2 not be equal to 1 ? Where do I misunderstand ?

Many thanks,
Ashim

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Output of arima

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