How to use ARIMA.SIM with an existing TimeSeries

北慕城南 提交于 2020-03-05 03:11:28

问题


I am trying to use arima.sim to plot it and then Add fractdiff.sim to the plot.

I am able to use arima.sim but I don't know how to specify the time series I want to use (Total_TimeSeries) :

arima.sim(list(c(-0.7684),c(0.7113)), 120, 10, 0.1)

the output of the previous code work but give me a plot and I don't understand from witch data :

In fact I would like to do arima.sim in the same way than arima (using Total_TimeSeries) :

arima(Total_TimeSeries, order=c(1,1,1),seasonal = list(order = c(0,1,0), period = 12),method="ML")

来源:https://stackoverflow.com/questions/60017814/how-to-use-arima-sim-with-an-existing-timeseries

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