Thank you for your suggestion, Juan. However, I have tried to specify
the innovations and this doesn't seem to solve the problem.
Are there really no opportunities to simulate from a (S)ARIMA model
using past observations in R, besides to make the whole script from
the ground?
Knut
Sit
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
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