It's not really intended to work, but a small change makes it work. (1:nstart is wrong for a null model.)
list(ar=numeric(0), ma=numeric(0)) might be a little clearer. On Mon, 24 May 2004, Rolf Turner wrote: > > In some time series simulations I'm doing, I occasionally want the > model to be ``white noise'', i.e. no model at all. I thought it > would be nice if I could fit this into the arima.sim() context, > without making an exceptional case. I.e. one ***could*** do > something to the effect > > if(length(model)==0) x <- rnorm(n) else x <- arima.sim(model,n) > > but it would be more suave if one could just use arima.sim() all the > time. > > Experimenting I found that arima.sim() accepts an empty list as the > model, e.g. > > x <- arima.sim(list(),100) > > and the result appears to be white noise. There are a couple of > funnies, but. One is that the resulting x is of length 99, rather > than 100. The other is that if I do > > set.seed(42) > x <- arima.sim(list(),101) > set.seed(42) > y <- rnorm(100) > > the results are, modulo the order in which they appear, virtually > identical. But not ***quite*** identical! If I do > ``sort(x)-sort(y)'' I get zeroes (to 9 decimal places) everywhere, > except for entries 86 to 90, which are > > [86] -0.013709324 -0.087867933 -0.002327022 -0.015243692 -0.050845101 > > Perhaps arima.sim() is not really intended to accept an empty list > as a model, and the fact that I'm getting something like the output > of rnorm() by feeding it an empty list is just serendipity. But > it would seem that there may be something subtle going on here. > Any ideas? -- Brian D. Ripley, [EMAIL PROTECTED] 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 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
