Usage
arfimapath(spec, n.sim = 1000, n.start = 0, m.sim = 1, prereturns = NA,
preresiduals = NA, rseed = NA,
custom.dist=list(name = NA, distfit = NA, type = "z"), mexsimdata=NULL, ...)
Arguments
spec
An ARFIMA object of class ARFIMAspec with
the required parameters of the model supplied via the fixed.pars list argument.
n.sim
The simulation horizon.
n.start
The burn-in sample.
m.sim
The number of simulations.
prereturns
Allows the starting return data to be provided by the user.
preresiduals
Allows the starting residuals to be provided by the user.
rseed
Optional seeding value(s) for the random number generator.
custom.dist
Optional density with fitted object from which to simulate.
The type argument denotes whether the standardized innovations are
passed (z) else the innovations (anything other than z).
mexsimdata
Matrix of simulated external regressor-in-mean data. If the
fit object contains external regressors in the mean equation, this must be
provided.