?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 estimated model 1,5 and 10 steps ahead. Does anybody know how to do
> this?
>
> Thank You
>
> Felipe Parra
>
> [[alternative HTML version deleted]]
>
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Don McKenzie
Research Ecologist
Pacific Wildland Fire Sciences Lab
US Forest Service
Affiliate Professor
School of Forest Resources and CSES Climate Impacts Group
University of Washington
phone: 206-732-7824
dmck at uw.edu