Re: [R] R 3.1.2 : arima.sim(model=list(ma=0.5), n=250, innov=rnorm(250, mean=0, sd=0.1)) versus arima.sim(model=list(ma=0.5), n=250, mean=0, sd=0.1) = only the first element is not identical !

just to correct something : in your test1 call, you are not supplying arguments for what should be used for the innovations associated with start.innov which is used for the burn in period. So, arima.sim uses the defaults of mean = 0 and sd = 1.0. set.seed(123); test1 -

Re: [R] R 3.1.2 : arima.sim(model=list(ma=0.5), n=250, innov=rnorm(250, mean=0, sd=0.1)) versus arima.sim(model=list(ma=0.5), n=250, mean=0, sd=0.1) = only the first element is not identical !

Hi Mark, Thanks for your message and sorry for the delay but it took me some time to understand your message and to try few things. I think one would say that that is not a bug. I looked at the details of arima.sim ( using debug(arima.sim) ) and there are two different series that are created

[R] R 3.1.2 : arima.sim(model=list(ma=0.5), n=250, innov=rnorm(250, mean=0, sd=0.1)) versus arima.sim(model=list(ma=0.5), n=250, mean=0, sd=0.1) = only the first element is not identical !

Dear all, When doing a DataCamp tutorial with R I find the following observation that using 2 different syntax for arima.sim give different answer for the first element If I use the the function using the list of argument describe in the help manual :

Re: [R] R 3.1.2 : arima.sim(model=list(ma=0.5), n=250, innov=rnorm(250, mean=0, sd=0.1)) versus arima.sim(model=list(ma=0.5), n=250, mean=0, sd=0.1) = only the first element is not identical !

Hi Fabian: I think one would say that that is not a bug. I looked at the details of arima.sim ( using debug(arima.sim) ) and there are two different series that are created inside the function. one is called innov and the other is start.innov. start.innov is used to create a burn in period for