I am trying to simulate time series which exhibit similar seasonal means and seasonal variances.
I believe I have some candidate simulated series of which I want to check there accuracy. My idea is to take the difference between the original series and the simulated series.
I.e. if I take an AR(2) original time series and subtract off my AR(2) simulated time series will I have white noise as a result, or would I have another AR(2) time series?
I was wondering if anyone could point me to good references on this topic. Thanks much.