# Discrete scenarios from an ARMA forecast

Given an ARMA model and a historical time series, I'm trying to create a set of $n$ forecast scenarios, where each scenario $s$ is a potential future hourly time series $x_s[t]$, with a given probability, $p_s$. I'm familiar with how to generate an ARMA point forecast for a given horizon - how do you extend this theory to forecast a series?

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As @IrishStat says, you can't associate probability values with specific future sample paths. It is not clear what you mean by "forecast a series" -- you can just string together the point forecasts for different horizons and you get forecasts for the series. Perhaps you want prediction intervals with specified probabilities for future values -- but any software will do that, so I suspect you want something else. Can you provide more information? – Rob Hyndman Mar 14 '12 at 23:35