User error (was arima.sim bug?)
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