Simulation of an ARMA process

Dear community,

As far as I know an ARMA process is that whose statistics changes over time, thus it is a non stationary process.

When i try to simulate an ARMA model I see that the mean does not change in time. I wonder why?

Here is the code: % --------------------------- N=1000; modSim = arima('Constant',0.2,'AR',{0.75,-0.4 0.32 -0.15}, 'MA',{0.7 -0.2 -0.5},'Variance',0.1); % ARMA(4,3) rng('default') Y = simulate(modSim,N, 'NumPaths', 1000);

figure plot(Y,'Color',[.85,.85,.85]) hold on h=plot(mean(Y,2),'k','LineWidth',2); legend(h,'Simulation Mean','Location','NorthWest') xlim([0,N]) title(strcat('Simulated ARMA(', num2str(length(modSim.AR)), ',', num2str(length(modSim.MA)), ') Series'));

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Many thanks!!

Albert