Apologies for thickness - I'm sure that this operates as documented and with good reason. However...
My understanding of arima.sim() is obviously imperfect. In the example below I assume that x1 and x2 are similar white noise processes with a mean of 5 and a standard deviation of 1. I thought x3 should be an AR1 process but still have a mean of 5 and a sd of 1. Why does x3 have a mean of ~7? Obviously I'm missing something fundamental about the burn in or the innovations. x1 <- rnorm(1e3,mean=5,sd=1) summary(x1) x2 <- arima.sim(list(order=c(0,0,0)),n=1e3,mean=5,sd=1) summary(x2) x3 <- arima.sim(list(order=c(1,0,0),ar=0.3),n=1e3,mean=5,sd=1) summary(x3) # why does x3 have a mean of ~7? ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
