Hello, I really checked all relevant posts and I could not find the right answer. I'm also not an expert in ARMA models so please apologize my (maybe) naive question. I want to model daily temperature using an ARMA or AR model. So I think I know how to fit it now (in the system identification toolbox). So I fitted an ARMA(1,1) model to 31 January temperature values:
model=armax(JanTemp(:,1),[1 1]);
Discrete-time IDPOLY model: A(q)y(t) = C(q)e(t)
A(q) = 1 - 0.9658 q^-1
C(q) = 1 - 0.653 q^-1
But how can I now simulate from this fitted model stochastically? What I want to do is simulating say 31 artifical January days that follow the statistical behaviour of my historical dataset but represent a new realization? I know there is a simulation routine "sim" but I got stuck when trying to understand the documentation.
I unfortunately don't have the econometrics toolbox which seems to have some ARMA algorithms.
Your help would be highly appreciated! - Peter
