How to simulate ARIMA from residuals?

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
Roger Wohlwend 2014년 9월 1일

0 개 추천

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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도움말 센터File Exchange에서 Conditional Mean Models에 대해 자세히 알아보기

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2014년 8월 27일

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