Description Usage Arguments Value
This is directly taken from the forecast.Arima function from the forecast package, but I've forced bootstrap = TRUE and return the simulated trajectories which were not returned in the original function definition.
1 2 3 |
object |
an Arima fit object (with class "Arima") |
h |
number of time steps forwards to simulate |
level |
not used |
fan |
not used |
xreg |
not used |
lambda |
not used |
npaths |
number of sample trajectories to simulate |
an npaths by h matrix with simulated values
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