Simulating from a specified seasonal ARIMA model

January 26, 2017
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From my email today
You use an illustration of a seasonal arima model:
ARIMA(1,1,1)(1,1,1)4
I would like to simulate data from this process then fit a model… but I am unable to find any information as to how this can be conducted… if I set phi1, Phi1, theta1, and Theta1 it would be reassuring that for large n the parameters returned by Arima(foo,order=c(1,1,1),seasonal=c(1,1,1)) are in agreement…
My answer: Unfortunately arima.

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