Hey! I was wondering if StatsForecast currently supports something like the "simulate" method in statsmodels? (https://www.statsmodels.org/dev/generated/statsmodels.tsa.statespace.sarimax.SARIMAX.simulate.html). I could not find anything like it in the docs, so I assume not. I am currently using this method to generate scenarios as input for an optimization problem, but would prefer to switch over to StatsForecast for the speed gains 🙂 .

Hi @Wouter Bles. I saw you already created an issue in github for this. Thanks for letting us know this is a useful feature that other libraries already have. We'll take it into consideration for further developments.