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simulate from initial value #94

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tbeason opened this issue Nov 10, 2021 · 1 comment
Open

simulate from initial value #94

tbeason opened this issue Nov 10, 2021 · 1 comment

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@tbeason
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tbeason commented Nov 10, 2021

Is it possible to simulate a fixed length time series from a given starting point? Say I have a GARCH specification, now I want to simulate potential paths forward from a specific point in time, how can I do that right now? Or is it not possible?
@s-broda
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s-broda commented Nov 10, 2021

That's indeed not possible. I agree it would be worth having though.

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@tbeason @s-broda