How to simulate ARIMA from residuals?
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Fred
le 27 Août 2014
Réponse apportée : Roger Wohlwend
le 1 Sep 2014
I know that we can get the residuals of the model by the following function:
res = infer(fit,Y);
Now if we have residuals named
res
and model
fit
how can we get the values of Y? Thanks
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Roger Wohlwend
le 1 Sep 2014
You can't do that. It is not possible to infer Y from the residuals. Why do want to do that? You already have Y.
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