[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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