
good day everyone!

i have a time series (andong.ts) and fitted and AR() model using the
following code

andong.ts <- ts(read.table("D:/.../andong.csv", header = TRUE), start =
c(1966,1), frequency = 1)

ar(andong.ts)

Call:
ar(x = andong)

Coefficients:
     1       2       3  
0.3117  0.0607  0.0999  

Order selected 3  sigma^2 estimated as  0.8443 


I am aware that my model is now 

 x(t) = 0.3117x(t-1) + 0.0607x(t-2) + 0.0999x(t-3) + e(t)                       
eqn(1)



but i am not sure of how to perform my simulation for the new series. i
tried to look at arima.sim, 

arima.sim(ar = c(0.3117,0.0607, 0.0999), n = 36)



but it doesn't seem to use the old series that should be simulated (or maybe
it is but i am not aware)

Could anyone please brief me on how to perform my simulation properly which
would perform eqn (1) with e(t) being the residual series? 

thanks in advance!!!

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