arima.sim (PR#2256)
S-PLUS has an unusual parametrization. See ?arima for that used by R. Working as documented is not a bug in R!
On Mon, 4 Nov 2002 pchoquet@mat.ulaval.ca wrote:
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
Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._