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 _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
