[R] ARIMA simulations

[Don McKenzie]

?arima.sim   

in the stats package included with the standard distribution of R.  

(gurus -- is this considered state of the art?  thx)


On Jul 25, 2011, at 12:14 PM, Luis Felipe Parra wrote:

> Hello,
> 
> I have estimated an ARIMA model and I would like to make simulations from
> this estimated model 1,5 and 10 steps ahead. Does anybody know how to do
> this?
> 
> Thank You
> 
> Felipe Parra
> 
> 	[[alternative HTML version deleted]]
> 
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Don McKenzie
Research Ecologist
Pacific Wildland Fire Sciences Lab
US Forest Service

Affiliate Professor
School of Forest Resources and CSES Climate Impacts Group
University of Washington

phone: 206-732-7824
dmck at uw.edu