Description Usage Arguments Value
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!!
1 2 3 4 5 6 7 | sample_predictive_trajectories_arima(
object,
h = ifelse(object$arma[5] > 1, 2 * object$arma[5], 10),
bootstrap = FALSE,
nsim = 1000,
...
)
|
object |
an Arima fit object (with class "Arima") |
h |
number of time steps forwards to simulate |
nsim |
number of sample trajectories to simulate |
an nsim by h matrix with simulated values
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