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TCP traffic has been reported to have not only self-similarity but a multi-fractal nature. The multi-fractal nature of a traffic volume, in general, is well known to have a significant influence on queueing behavior in the short time scale. We investigate what component of the TCP congestion control mechanism affects the multi-fractal nature of generated traffic. We artificially divide the TCP congestion control mechanism into several components and evaluate the multi-fractal nature of the generated traffic based on multi-fractal scaling analysis. Our simulation results show that the retransmission time out mechanism plays an important role in the multi-fractal nature of TCP traffic.