[R] SARIMA simulation using time series history
Knut Erik Vedahl
vedahl at stud.ntnu.no
Fri Oct 29 02:08:41 CEST 2010
Hi,
I'm currently working with a SARIMA 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
More information about the R-help
mailing list