Dear Knut Why don't you estimate historical values using arima() and then use gsarimax package to simulate from those parameters? Hope this helps Matthieu Le 30. 10. 10 00:09, Knut Erik Vedahl a ?crit :
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
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