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
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
On Sun, 2 Oct 2005, Kemp S E (Comp) wrote:
Hi,
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
r - rnorm(300)
x - arima.sim(300,