[R] User error (was arima.sim bug?)
Rolf Turner
rolf at math.unb.ca
Tue Oct 4 19:34:44 CEST 2005
Brian Ripley wrote (in response to S. E. Kemp):
> > I am using the arima.sim function to generate some AR time series.
> > However, the function does not seem to produce exactly the same time
> > series when I specify the innov parameter. For example
<snip>
> > Given the fact that I have provided the innovations shouldn't the time
> > series be exactly the same?
>
> No. Hint: where does the randomness for the burn-in come from?
What then, pray tell, is the point of having the
``innov'' argument at all?
cheers,
Rolf Turner
rolf at math.unb.ca
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