  We show that the short-time critical exponent $\theta$ related to the
critical initial slip in a stochastic model can be determined by the time
correlation of the order parameter. In our procedure it suffices to start with
an uncorrelated state with zero order parameter instead of departing, as
usually done, from an initial state with a nonzero order parameter. The proof
uses the group of symmetry operations related to the Markovian dynamics. Our
scheme is extended to cover models with absorbing states.
