[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



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