[R] seasonal fractional ARIMA models

Henning Rust hrust at pik-potsdam.de
Wed Jan 14 16:03:58 CET 2004

does anyone know about:

a) simulating seasonal ARIMA models? arima out of package ts can fit it, 
but it does not look like it can simulates data from seasonal models

b) fitting and simulating fractional seasonal ARIMA models?

Hints will be appreciated,

Henning Rust
Potsdam Institute for Climate Impact Research
Dept. Integrated Systems Analysis
Tel.: #49/331/288-2596	
Fax.: #49/331/288-2640
PGP : pgp.mit.edu

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