Description Usage Arguments Value
Produce simulation for ACD model.
1 2 3 |
fit |
ACDfit object |
n.sim |
Simulation horizon |
n.start |
Burn-in period in the simulation |
endpoint |
This is my additional argument, specify the endpoint in the fitted series that will be used as pre-values to start the simulation |
m.sim |
Number of simulation serires |
rseed |
The seed number that must be suplied at the same legth as m.sim arguments to ensure the reproducibility |
pre.. |
The user-specified pre-values of sigma, returns, residuals, skew, shape that will be used to start the simulation |
An ACDsim object with simulated values for returns, sigma, skew, shape
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