How to simulate ARIMA from residuals?

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Fred
Fred 2014년 8월 27일
답변: Roger Wohlwend 2014년 9월 1일
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
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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