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
Seasonal ARIMA simulation using time series history
1 message · Knut Erik Vedahl