search for: gsarima

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2011 Jan 23
3
using gsarima package with R
I am trying to use function garsim from package gsarima. I can download gsarima package from http://cran.fyxm.net/web/packages/gsarima/index.html for linux. But how I can add it to R. I have compiled and installed R from its R source code under Ubuntu. regards. -- Amar Kumar Nandan Karnataka ,India , 560100 http://aknandan.co.nr [[alternative HTML ve...
2010 Oct 29
1
SARIMA simulation using time series history
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 simulate future values based on the history. Anyone who know whether such a function is available in the libaries or anywhere else? Thanks for any help! Knut
2010 Oct 31
1
R-help Digest, Vol 92, Issue 31
...> > 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 >> 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 simulate future values based on the history. Anyone >> who know whether such a function is available in the libaries or >> anywhe...