On Wed, 14 Jan 2004, Henning Rust wrote: > Hello, > does anyone know about: > > a) simulating seasonal ARIMA models? arima out of package ts can fit it, > but it does not look like it can simulates data from seasonal models
Well, it doesn't simulate at all. arima.sim simulates non-seasonal models and you can just expand out a seasonal ARIMA model to get a non-seasonal one. > b) fitting and simulating fractional seasonal ARIMA models? For simulating, the same comment applies, using fracdiff.sim in package fracdiff. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
