Simulation

Generate Monte Carlo simulations from regression models with ARIMA errors

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A Monte Carlo simulation study is useful for visualizing the dynamics of model, forecasting responses, obtaining precision measures for predictions, and determining probabilities. For details, see What Is Monte Carlo Simulation?. After fully specifying a time series regression model, you can simulate random response paths using simulate.

Functions

simulate Monte Carlo simulation of regression model with ARIMA errors
filter Filter disturbances through regression model with ARIMA errors
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