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, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10)
y -
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,
