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

[mat]

Dear Knut

Why don't you estimate historical values using arima() and then use 
gsarimax package to simulate from those parameters?

Hope this helps

Matthieu

Le 30. 10. 10 00:09, Knut Erik Vedahl a écrit :
> 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
>
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