请问一个ARMA模型在R软件中做Simulation的问题

我想做一个参数为0.7，-0.6的MA（2） Simulation
于是我写程序如下：
Z=arima.sim(n=200,list(ma=c(0.7,-0.6)))
acf(Z,main='MA(2)')


结果画出来的图如下：


这和MA（2）的ACF在2阶之后为0不符啊？
不知是我程序写错了还是什么缘故……
还有就是ARIMA不是ARMA的差分么？没有直接ARMA simulation的程序么？

麻烦大家赐教。

Nothing is wrong with your code. If you run the simulation several times, you'll see two significant spikes in acf; one positive and one negative. Make your sample size larger, say 1000, it may help.
Most of the time series in economics/finance are nonstationary, therefore, arima can be use to determine the number of unit roots in the process. arima (p, 1, q), arima (p, 2, q), etc.