arima.sim (PR#2256)

pchoquet@mat.ulaval.ca pchoquet@mat.ulaval.ca
Mon, 4 Nov 2002 20:03:42 +0100 (MET)


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Hi,

when just simulating MA(1) series with

arima.sim(100, model=list( ma=0.8 ))

(in the ts package), I get sample ACF and  PACF like I had theta_1 < 0


for example, with acf(series[,i], 20, "correlation") or "partial",
I get : (see acf_R.emf)

and those should look like : (see ma1.JPG)

but they look more like : (see ma1wr.JPG)

This is not an exception and S-PLUS did not appear to do that.
And when I enter a theta_1 < 0, it gives results like I entered a theta_1 >
0.

I have R v1.5.1 ,S-PLUS v6.1


Philippe Choquette

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------=_NextPart_000_0016_01C2840A.D3C68F60--


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