When simulating realizations from a regression model with ARIMA errors, the software requires presample unconditional disturbances and innovations to initialize the error process. The regARIMA
model property P
stores the number of presample unconditional disturbances that you need to initialize the simulation. The property Q
stores the number of presample innovations that you need to initialize the simulation.
You can specify your own presample data, or let simulate
generate presample data. If you let simulate
generate default presample data, then simulate
sets the required number of presample unconditional disturbances and presample innovations to 0.
simulate
only accepts presample data for the error process, even if the response and predictors are time series.