sample_predictive_trajectories_arima: Simulate predictive trajectories from an ARIMA model

Description Usage Arguments Value

View source: R/prediction.R

Description

This is directly taken from the forecast.Arima function from the forecast package, but it returns the simulated trajectories which were not returned in the original function definition. This function calls forecast:::simulate.Arima, which is NOT exported from the forecast package!!

Usage

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sample_predictive_trajectories_arima(
  object,
  h = ifelse(object$arma[5] > 1, 2 * object$arma[5], 10),
  bootstrap = FALSE,
  nsim = 1000,
  ...
)

Arguments

object

an Arima fit object (with class "Arima")

h

number of time steps forwards to simulate

nsim

number of sample trajectories to simulate

Value

an nsim by h matrix with simulated values


reichlab/sarima-utils documentation built on March 21, 2020, 3:45 a.m.