Hi,

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

> r <- rnorm(300)
> x <- arima.sim(300, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10)
> y <- arima.sim(300, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10)

> x[1:10]
[1] 3.194806 4.214894 5.168017 7.925152 8.810817 9.131695
 [7] 7.521283 8.266911 8.923429 9.651293

> y[1:10]
[1] -0.7202632  0.4564274  1.5598893  4.4613486
 [5]  5.4855660  5.9394547  4.4567320  5.3249417
 [9]  6.0991390  6.9399748

Given the fact that I have provided the innovations shouldn't the time series be exactly the same?

Any help would be greatly appreciated.

All the best,

Sam.

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