?arima.sim
in the stats package included with the standard distribution of R.
(gurus -- is this considered state of the art? thx)
On Jul 25, 2011, at 12:14 PM, Luis Felipe Parra wrote:
> Hello,
>
> I have estimated an ARIMA model and I would like to make simulations from
> this estimate
Hello,
I have estimated an ARIMA model and I would like to make simulations from
this estimated model 1,5 and 10 steps ahead. Does anybody know how to do
this?
Thank You
Felipe Parra
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