I'd agree with the comments above - a lot of people get centrals when they start on therapy and it usually resolves itself over time. You might also see centrals during the transition in and out of sleep, which are not usually a problem. However for some people, the centrals induced by the pressure don't resolve, and you then need to consider further consultations and possibly a more specialised machine.
I'd give it a couple of weeks and see if it settles down.
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If you are actually asleep, the machine's accuracy is pretty good. But the machine cannot tell when you are awake and when you are asleep. And normal wake breathing is much more irregular than normal sleep breathing, and this in turn, can lead the machine to score false events if you are extremely restless during the night with lots and lots of wake periods. Some centrals while drifting off to sleep are also normal---and would not ordinarily be scored on an in-lab PSG, but they get scored by a PAP machine.
My advice: Watch the CAI for now. If it doesn't start to come down in the next couple of weeks AND you don't think you're lying in bed awake during the times the CAs are being scored, then it's time to call the sleep doc's office and let them know what the data is showing. The reason is simple: If you're still having an excess number of CAs after a month or so of PAPing, that's evidence that may point to you being in the unlucky 10% of PAPers who develop complex sleep apnea after being put on PAP. The solution to complex sleep apnea is usually a change of machine, but the ASV machines that are used to treat complex sleep apnea are significantly harder to adjust to; hence most docs want to wait for at least a month or two to see if the problem resolves itself rather than making a premature switch to a much more expensive machine. And for many (most) PAPers, the problem with CAs does resolve after a few weeks, and there's no real need for moving the patient to an ASV machine.