When simulating realizations from ARIMA processes, you need
presample responses and presample innovations to initialize the conditional
mean model. The number of presample responses you need to initialize
a simulation are stored in the
arima model property
The number of presample innovations you need to initialize a simulation
are stored in the property
Q. You can specify your
own presample data or let
simulate generate presample
If you let
simulate generate default presample
For stationary processes,
presample responses to the unconditional mean of the process.
For nonstationary processes,
presample responses to 0.
Presample innovations are set to 0.
If you specify a matrix of exogenous covariates, then
the presample responses to 0.