[R-SIG-Finance] Seasonal ARIMA simulation using time series history

[Knut Erik Vedahl]

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