Re: [R] SARIMA simulation using time series history

2010-10-29 Thread Knut Erik Vedahl
eriod=NA)), n=N, innov=YourSerie) I'm not sure, but maybe this help you. Salute. Juan. On 2010-10-28, at 8:08 PM, Knut Erik Vedahl wrote: 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 i

[R] SARIMA simulation using time series history

2010-10-28 Thread Knut Erik Vedahl
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 sim