good day everyone!
i have a time series (andong.ts) and fitted and AR() model using the
following code
andong.ts <- ts(read.table("D:/.../andong.csv", header = TRUE),
start c(1966,1), frequency = 1)
ar(andong.ts)
Call: ar(x = andong)
Coefficients:
1 2 3
0.3117 0.0607 0.0999
Order selected 3 sigma^2 estimated as 0.8443
I am aware that my model is now
x(t) = 0.3117x(t-1) + 0.0607x(t-2) + 0.0999x(t-3) + e(t)
eqn(1)
but i am not sure of how to perform my simulation for the new series. i
tried to look at arima.sim,
arima.sim(ar = c(0.3117,0.0607, 0.0999), n = 36)
but it doesn't seem to use the old series that should be simulated (or maybe
it is but i am not aware) Could anyone please brief me on how to perform my
simulation properly which would perform eqn (1) with e(t) being the residual
series?
thanks in advance!!!
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