[S] serial correlation

["Charles Pollak" <Charles_Pollak@intmed.med.ohio-state.edu>]

     Dear all:
     
     I want to generate 2 parallet time series that differ in the
     degree of serial correlation.  I tried:
                
                a <- rexp(100, rate = 1/250)
                
                x <- arima.sim(innov=a, model=list(ar=.7))
     
     but mean(x) >> mean(a) ... typically 600 vs. 250 for the given
     parameters.  Can anybody tell me why the means differ?  How can
     I manipulate the degree of serial correlation without strongly 
     affecting the means?  Thanks in advance.

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