Re: [R] User error (was arima.sim bug?)

From: Rolf Turner <rolf_at_math.unb.ca>
Date: Wed 05 Oct 2005 - 03:34:44 EST

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@math.unb.ca

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