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Seasonal ARIMA simulation using time series history

1 message · Knut Erik Vedahl

#
Hi,

I'm currently working with a seasonal ARIMA model from which I want to make
simulations. As I understand, neither sarima.Sim nor the functions in the
gsarima package use historic realizations of the time series to simulate
future values. However, I want to use historic values as input and simulate
future values based on the history. Anyone who know whether such a function
is available in the libaries or anywhere else?


Thanks for any help!

Knut