Hi,
I tried to simulate an ARIMA model by using arima.sim(), say
arima.sim(n=100,list(order=c(1,0,1),ar=0.6,ma=0.9,sd=1), but the acf and pacf of
simulated data using acf() and pacf() are so much different from the theoritcal
acf and pacf. For instance, in my case, ar=0.6 and ma=0.9, so the acf for all
lags should be greater than 0 based on the theoritical calculation, but the acf
of simulated data always has some negative values which bothers me.
Can any one tell me why? and how can I get the simulated data close to what I
expect?
Thanks very much
JC
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