Hi, I have been using arima.sim from the stats package recently, and I'm wondering why I get different results when using what seem to be the same parameters. For example, I've given examples of three different ways to run arima.sim with what I believe are the same parameters. It's my understanding from the R documentation that rnorm is the default function for rand.gen if not provided in innov. So it would seem that there's quite a bit of redundancy in the assignment to a1. My expectation is that a1, a2, and a3 should be identical. It turns out that a1 is only partially identical to a2 and a3. The first 56 values of a1 are different from a2 and a3, but the rest are the same. What is it that makes an explicit declaration of the innov parameters different from using the defaults? At this point, my best guess is that this might have something to do with n.start and the length of the "burn-in" period. Any suggestions as to why all three of these aren't the same? Thanks.
James set.seed(2012) a1 <- arima.sim(list(order = c(1, 0, 0), ar = 0.5), n = 250, innov = rnorm(n = 250, mean = 0, sd = 0.1)) > summary(a1) Min. 1st Qu. Median Mean 3rd Qu. Max. -0.45630 -0.11060 -0.03225 -0.02525 0.05484 0.27120 set.seed(2012) a2 <- arima.sim(list(order = c(1, 0, 0), ar = 0.5), n = 250, sd = 0.1) > summary(a2) Min. 1st Qu. Median Mean 3rd Qu. Max. -0.31830 -0.10200 -0.03016 -0.02174 0.05593 0.27120 set.seed(2012) a3 <- arima.sim(list(ar = 0.5), n = 250, sd = 0.1) > summary(a3) Min. 1st Qu. Median Mean 3rd Qu. Max. -0.31830 -0.10200 -0.03016 -0.02174 0.05593 0.27120 > a1 == a2 Time Series: Start = 1 End = 250 Frequency = 1 [1] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE [22] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE [43] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE TRUE TRUE TRUE TRUE TRUE TRUE TRUE [64] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE [85] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.