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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

...ortunities to simulate from a (S)ARIMA model using past observations in R, besides to make the whole script from the ground? Knut Siterer Juan Pablo Calle <mi.rhelp.es@gmail.com>: > Hi Knut, > > The arima.sim function, in the stats package, has an argument > innov="YourSerie" for the innovations, you should try something like: > > arima.sim(list(order=c(p,d,q), ar=c(ar coefficients), ma=c(ma > coefficients), seasonal=list(order=c(P,D,Q), period=NA)), n=N, > innov=YourSerie) > > I'm not sure, but maybe this help you. > > Salute. >...