For example, let's consider an AR(2) model on {X(t): t= 0, 1, 2, ...}.

To me, this is like a recursive formula. Does that mean we always need to specify the

__starting values for X(0) and X(1)__(e.g. X(0) = 5, X(1) =7) in order to use the AR(2) model? With no specified starting values for X(0) and X(1), how can we determine X(2)?

In my textbook, it never mentions any starting values in AR(p) models and that's why I'm puzzled about this.

Hopefully someone can clarify this. Thanks for the help!