When you use automatically generated presample data, you often see some transient effects at the beginning of the simulation. This is sometimes called a burn-in period. For stationary processes, the impulse response function decays to zero over time. This means the starting point of the simulation is eventually forgotten. To reduce transient effects, you can:
Oversample: generate sample paths longer than needed, and discard the beginning samples that show transient effects.
Recycle: use a first simulation to generate presample data for a second simulation.
For nonstationary processes, the starting point is never forgotten. By default, all realizations of nonstationary processes begin at zero. For a nonzero starting point, you need to specify your own presample data.