On Tue, 4 Oct 2005, Rolf Turner wrote: > > 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?
To allow non-Gaussian innovations, in particular for use in bootstrapping time series. (This started life in package boot and is used in example(tsboot).) -- 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://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
