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